Both those sentences are perfectly correct grammatically. They also mean the same thing. In English, one can say the same thing in many different ways. However, some ways of saying things are more common than others. Both the above sentences are uncommon or unusual and mark a person as a foreigner, or not a native English speaker. That is okay but I thought you might be interested to know.
Here are some common or usual ways that native English speakers say that they have a thought that something is wrong:
I am thinking there might be something wrong.
I think there might be something wrong.
I have a hunch there might be something wrong.
I get a feeling there might be something wrong.
I have this inkling that there might be something wrong.
I think you understand that often it's more like a feeling than a thought that something is wrong but sometimes we use the word "thought" rather than admit that our feelings are acting up. In this context, all those words--hunch, feeling, inkling--mean that the person has a thought that something might be wrong.
Please note that not everything can be said in so many different ways, but English is a very versatile language in general.