How can I actually lose weight in my thighs?

Spot fat loss does . Not occur naturally. By losing weight in general some will probably be thigh fat. But, we don't get to choose what area of body fat is lost from. Eat healthy ; be physically active. Calories burned must > those consumed. Tone thighs w plie, squat, wall squat, ball squat, plyometric squat, stair steps, lunges, lunges w dumbbells, ball squeeze ; single leg circle. Engage in regular aerobic exercise.