Context: The Initial Mass Function (IMF) plays a crucial role on galaxy evolution and its implications on star formation theory make it a milestone for the next decade. It is in the intermediate and high mass ranges where the uncertainties of the IMF are larger. This is a major subject of debate and analysis both for Galactic and extragalactic science. Aims: Our goal is to constrain the IMF of the Galactic thin disc population using both Galactic Classical Cepheids and Tycho-2 data. Methods: For the first time the Besan\c{c}on Galaxy Model (BGM) has been used to characterise the Galactic population of the Classical Cepheids. We have modified the age configuration in the youngest populations of the BGM thin disc model to avoid artificial discontinuities in the age distribution of the simulated Cepheids. Three statistical methods, optimized for different mass ranges, have been developed and applied to search for the best IMF that fits the observations. This strategy allows us to quantify variations in the Star Formation History (SFH), the stellar density at Sun position and the thin disc radial scale length. A rigorous treatment of unresolved multiple stellar systems has been undertaken adopting a spatial resolution according to the catalogues used. Results: For intermediate masses, our study favours a composite field-star IMF slope of $\alpha=3.2$ for the local thin disc, excluding flatter values such as the Salpeter IMF ($\alpha=2.35$). Moreover, a constant Star Formation History is definitively excluded, the three statistical methods considered here show that it is inconsistent with the observational data. Conclusions: Using field stars and Galactic Classical Cepheids, we have found, above $1M_\odot$, an IMF steeper than the canonical stellar IMF of associations and young clusters. This result is consistent with the predictions of the Integrated Galactic IMF.