class myClass {
public:
      myClass(ClassB * x)  {
           myThread = thread(&myClass::run, this);
           classB = x;
      }
      ~myClass() { myThread.detach(); }
      void run() {
           while (something) {
              // do your work.
           }
           classB->endThisObject(this);
      }
private:
    thread myThread;
    ClassB * classB;
}

ClassB {
public:
       endThisObject(myClass * x) { delete x; }
}