How to lose thigh fat! Will you do it? Thigh Slimming Exercises: How to Slim Down Thighs. Follow these steps and these thigh slimming workouts to get lean legs. This body part is one of the most commonly disliked areas, with most people believing that they are too large. While it is impossible to target weight loss to one particular body part, there are specific exercises that you can do to firm and tone legs.