Handgun wound, bone struck: Character might well limp around, mobility impaired. Bone broken in two: Character likely won't even try to use the wounded leg. Mobility greatly impaired.
Now, if your character is one tough SOB, you can have said character do whatever you want – or at least what works for the story – but a person's response to a gunshot wound is often determined by their psychological predisposition. In this case, your character's response to getting shot in the thigh may depend on that character's response to the earlier (and presumably healed?) gunshot.
Interestingly, many who survive gunshots report no initial pain as shock sets in. During those early moments of “fight or flight” response, when the body is dumping loads of adrenaline and other chemicals I leave to the medical experts to explain, the gunshot victims may well perform all sorts of activities of various strenuousness. Locally, for instance, a road-rage guy got shot in the thigh and walked without impairment to a fire station where he sought medical attention.
Once the stress-reaction chemicals wear off, though, I imagine pain. Lots of it.
What have you got in mind for this character to do, after being shot?
(I can imagine a few things, like dialling 911, but I'd be skeptical of the gunshot one running a marathon...)