There are lots of Pilates exercises that target the inner-thighs and this is one of the best. You will feel the burn as you work through the range of motion, a good sign that those muscles are being worked.
How to do it:
Place a mat on the floor or find a comfortable surface. Lay on your side, and keeping your bottom leg straight, cross your top leg over and rest your foot on the floor.
Use your arm nearest to the floor to prop your head up and help with stability. Concentrate on keeping good form and breathing out as you lift your leg.
Repeat this for 15 reps and turn other and work the other leg.