When you exercise to lose weight, all parts of your body, including your thighs, will lose weight. Walking, cycling, cross-country skiing and climbing stairs are the most effective aerobic exercises, which can exercise legs and buttocks.
Running is also a good way to burn calories, but it is not the best choice for people with thick thighs. Because these people will find running difficult, uncomfortable and unwilling to stick to it. Walking and running will be much better. When you don't feel tired, you can appropriately increase running and reduce walking.
Swimming is also a systemic aerobic exercise, but swimming does not use the thighs too much. If you want to exercise your thighs in the swimming pool. You can walk in shallow water or in deep water with a life jacket. The natural resistance of water will give your thighs a strong exercise. This kind of exercise effect is not available on the road.
Finally, I wish you success in losing weight and all your wishes come true.