As
@cnh1995 mentions, the node voltage method looks promising here. Note that the
5i controlled voltage source forms a supernode, effectively reducing the number of nodes that you have to consider. In fact, this circuit can be analyzed with a single node equation! (although you will need to provide a single auxiliary equation to account for the supernode behavior).
From the above figure, clearly
##V_c = V_o - 5 i## where ##i = \frac{V_c}{5}##
That's enough information to find ##V_c## in terms of ##V_o##, so you have adequate supernode auxiliary equation information. In particular you find that ##V_c = \frac{V_o}{2}##.
Usually when there are controlled sources present in a circuit where you want to determine the Thevenin equivalent you are instructed to replace the load with a fixed source (current or voltage) and proceed to determine the impedance that the source "sees" looking into the circuit. That's a tried-and-true method.
I've found that, if your algebra skills are reasonable, you can solve for both the Thevenin resistance and Thevenin voltage at the same time for the vast majority of these sort of circuits by simply leaving the load resistance "R" as an unknown variable and solving for ##V_o##.
The idea is that a Thevenin equivalent with a load ##R## is nothing but a simple voltage divider with a source voltage and two resistances in series: ##R_{th}## and ##R##.
This has a simple solution for ##V_o## namely the standard voltage divider equation:
##V_o = V_{th} \frac{R}{R + R_{th}}##
So, if you can solve your circuit for ##V_o## keeping ##R## as a variable, and manipulate the result into the form of a voltage divider as shown above, then you can pick out both the Thevenin voltage and resistance from that result by inspection.