1 Thessalonians 4:4 (ESV)

4 that each one of you know how to control his own body in holiness and honor,

The word body (σκεῦος) has the core meaning of: instrument, tool. This can indeed make one think of the body. We usually find this rendering in the newer translations. On its own it is not incorrect, but given the context of sexuality it is obvious to think here primarily of the sexual organ. It is certainly a matter for a Christian to control that particular tool. The word control indicates exactly that.

The alternative translation in the ESV: Or how to take a wife for himself is not recommended because the Greek word skeuos can hardly be translated as wife. It is appreciated that the ESV continues that footnote with the Greek rendering: how to possess his own vessel.

Moreover the original text does not give any reason to only think of men. Every member of the congregation, man and woman, is urged to control him- or herself in sexual matters.