If it is painful, it may be that there is an underlying problem such as lipoedema, which can be intensely painful, and mimmicks the appearance of 'cellulite'. It generally affects women on their thighs, buttocks, hips and can extend through the lower leg to the ankle - the feet are rarely, if ever affected, and the upper body is generally unaffected - although it can affect the upper arms. People with this condition can bruise extremely easily, and often even the slightest knock can cause extreme pain.
Classic massage will be painful, so perhaps MLD (manual lymphatic drainage) would be a better treatment option. In some severe cases, CDT can be used (combined decongestive therapy) - this includes bandaging and MLD done on a daily basis for around 10-20 days. It may not immediately reduce the legs, but it does help to releive the pain and discomfort. Decent compression hosiery may also be helpful.