Train 14659 Malani express, or you can take train till lalgarh and take local train to Jaisalmer. other option is to take train till bikaner/Jodhpur and then take bus.
Ranikhet express will be a better option to travel Jaisalmer. Ranikhet express depart from Old Delhi may be..will take 19 hrs approximately..
and if you travel from Kolkata then you can book Jaisalmer express also..
I had taken the Avadh Assam Express which starts at 16:10 and drops you at Lalgarh Jn by 05:45 and from Lalgarh take the Lalgarh - Jaisalmer Express which departs at 07:00 and drops you off at Jaisalmer by 13:20. Another thing to note is that both the trains were on time and extremely convenient. If ou wihs to go direct, there is Malani Express which starts at 17:35 and you will reach Jaisalmer by 11:45. Takes about 18 hours and 10 mins.