The thigh is ‘Awrah: So a man should keep it covered and not wear shorts that expose his thighs.

Do not follow the fashions of the non-Muslims and sinners:

Imām At-Tirmidhī stated: Chapter: What has been narrated about the thigh being ‘Awrah:

The Prophet (ﷺ) passed by Jarhad in the Masjid and his thigh was exposed, so he said: “Indeed the thigh is ‘Awrah.” (no. 2795, graded saheeh by Al-Albānī)

At-Tirmindhi also said: Chapter: What has been narrated about covering the ‘Awrah:

The Prophet (ﷺ) said: “Cover your ‘Awrah except from your wife or your bondswoman.” Someone asked the Messenger (ﷺ): “O Prophet of Allah, what if one of us is alone?” He replied: “Allah has more right that you are shy in front of Him than the people.” (no. 2794, graded hasan by Al-Albānī)