A first-hand option is to use PCManFM, and we will see how to establish that this File manager, be the one used by Xfce default. The first step is very simple, once we have installed pcmanfm, let's go to Menu »Settings» Preferred applications and tab Profit Share, we select PCManFM as our default file manager.
But the thing does not end here, since many components of Xfce, they will keep calling Thunar when you need to work with files and folders. There is a very easy solution, which although it is not ideal, at least it works: Fool the System. How? Well, very simple. What we will do is change the binaries of Thunar by PCManFM, using symbolic links.
We open a terminal and save the binaries of Thunar:
$ sudo mv /usr/bin/Thunar /usr/bin/ThunarOLD
Then we create the deception by putting:
$ sudo ln -s /usr/bin/pcmanfm /usr/bin/Thunar
And ready. Now whenever we run Thunar it will open PCManFM 😀
Updated: If we want to use Thunar as usual again, we just have to open a terminal and run:
$ sudo rm /usr/bin/Thunar && sudo mv /usr/bin/ThunarOLD /usr/bin/Thunar