All you need to do is concentrate on losing weight not of any particular part of the body.
Because there is absolutely no way to lose only the thigh weight or anything.
Gradually everything will reduce.
It's a misconception that running will help you lose weight of the thigh faster.
I would suggest you take up certain core strengthening exercises and cardio workout.
Have a high protein diet and avoid carbohydrates.
Drink lots of water.
All the best.