Should we say "Je lui pense" instead of "Je pense à elle"?

Salut Arash, In short, the answer is no. The reason is: je lui pense translates to "I think him", not I think of him. There is also a difference in whether the pronoun is a direct or indirect pronoun. In this case, "je pense à elle" penser à is a transitive verb which always requires a direct object. ***have in one's thoughts) penser à ⇒ What are you thinking? À quoi penses-tu? to think positive thoughts penser à des choses positives I hope this helps. Ron