It's in the lower hose vs. the upper and is tucked behind one of the belt pulley housings. It is causing the check engine on and failed emissions testing.
How difficult is it to replace the thermostat? on 2003 Nissan Frontier
The labor time is less than a hour, but if it looks difficult maybe best to have a shop handle this. You can get a estimate here www.repairpal.com/estimator and find a repair shop here www.repairpal.com/directory