The best way to control our thoughts is to direct them towards the one who is always in control
If we are say attacked by thieves, we may try to fight off them ourselves, but if we can quickly call the police and the police rush to the place, then we will be protected, we will be saved, because it is their force that will fight against the law-breakers force.
Similarly, in our consciousness, sometimes immoral, anti-devotional desires start arising and they start making our thoughts go wild. When our thoughts try to go out of control, as fantasize about wanton indulgences, if we try to fight off those thoughts ourselves, we may or may not succeed. Instead, we need to focus on calling the supreme in-charge: Krishna. He is the supreme controller, and he is our well-wisher. So, he is always in control.
The Bhagavad-gita (5.29) states that, he is the enjoyer of everything because he is the proprietor of everything, and he is not just someone who loves to Lord over us. He is actually our greatest well-wisher, and when we understand him thus, and become absorbed in him, then we know peace.
Whatever way our thoughts may go out of control, we can use whatever little control we have over our thoughts to call out to Krishna, remember him, pray to him, just think of him. Even a little prod of our thoughts towards Krishna can make a big difference in increasing our capacity to control those thoughts which are disrupting our inner calm.
With whatever control on our thoughts that we do have, we develop the habit of directing our thoughts towards Krishna, and that habit will make it much easier to channel our thoughts towards him during turbulent situations and thus we will instinctively shelter ourselves from turbulent thoughts in Krishna.