No. All thought is a function of the brain, including consciousness, memory, dreaming, instinct, etc. Consciousness and other thought processes are also influenced by emotions, which are indeed affected by thought (creating a feedback loop), but the brain is also heavily influenced by hormones and other physiological phenomena such as hunger, pain, balance, things we see and hear, etc., and these influences also affect thought.
We have some control over our brains, but it is a vague, slow sort of control which can hardly be described as "conscious." By age 3, a child of professional parents will have heard 45 million words spoken directly to him; whereas a child of working-class parents will have heard 26 million, and a child of a family on welfare will have heard only 13 million. This will affect the growth of the speech center in his brain, resulting in better or worse language skills and concomitant levels of other abilities that affect the probability of success in a communication-intensive civilization.