Like head, chest and foot control, thigh control is an essential element of playing football well, and often footballers have difficulty mastering it. It is important when the football arrives at a height above the knee where it is too low to use your head or chest. During these times it is often not worth the risk of trying to use your head or reaching your foot up, and so this is where thigh control comes in.
The best way you can achieve a good result is to make sure you get your thigh properly in line with the ball. The crucial element of thigh control is then withdrawing your thigh slightly upon impact to cushion the ball and allowing the ball to fall gently. With a little concentration, more ambitious players can bounce and guide the ball effectively by nudging or rotating their thigh slightly.
There are a number of ways you can practice to improve thigh control. For example, you can juggle the ball on your thigh as shown in the video.
You can also try playing a fun game of volley-football which, like volleyball, means you have to keep the ball in the air without using your hands or feet. This will mean you have to use your thigh a lot and the exercise will also make you better at other types of control as well. Another simple training exercise is to use a wall to bounce the ball against, trying to control the rebound with only minor flicks of your thigh.