/usr/src/linux-headers-4.4.0-139/drivers/thermal/ is in linux-headers-4.4.0-139 4.4.0-139.165~14.04.1.
This file is owned by root:root, with mode 0o755.
..
/usr/src/linux-headers-4.4.0-139/drivers/thermal/Kconfig
/usr/src/linux-headers-4.4.0-139/drivers/thermal/Makefile
/usr/src/linux-headers-4.4.0-139/drivers/thermal/int340x_thermal/
/usr/src/linux-headers-4.4.0-139/drivers/thermal/int340x_thermal/Makefile
/usr/src/linux-headers-4.4.0-139/drivers/thermal/samsung/
/usr/src/linux-headers-4.4.0-139/drivers/thermal/samsung/Kconfig
/usr/src/linux-headers-4.4.0-139/drivers/thermal/samsung/Makefile
/usr/src/linux-headers-4.4.0-139/drivers/thermal/st/
/usr/src/linux-headers-4.4.0-139/drivers/thermal/st/Kconfig
/usr/src/linux-headers-4.4.0-139/drivers/thermal/st/Makefile
/usr/src/linux-headers-4.4.0-139/drivers/thermal/ti-soc-thermal/
/usr/src/linux-headers-4.4.0-139/drivers/thermal/ti-soc-thermal/Kconfig
/usr/src/linux-headers-4.4.0-139/drivers/thermal/ti-soc-thermal/Makefile