Eat less to lose weight.
Your body, for whatever reason, has decided to plop the fat on your thighs. For some people its the belly, for some its the ass, for some its the chest...for some its other parts like the thighs.
There are some implications that hormonal profiles lead to different fat deposition in the body. Like, for example, higher cortisol can lead to more fat in the midsection whereas another hormonal profile may cause more deposition in the thighs...but I am only still learning of the intricacies of this -- so if anyone else has read anything about it, it may be a good time to share

With that said, your goal is fat loss, and for that you need to eat less.