The reason why Paul enjoins, “Pray without ceasing; in every thing give thanks,” (1 Thess. v. 17, 18,) is, because he would have us with the utmost assiduity, at all times, in every place, in all things, and under all circumstances, direct our prayers to God, to expect all the things which we desire from him, and when obtained ascribe them to him; thus furnishing perpetual grounds for prayer and praise.

The following is an extract from The Institutes, Book III, Chapter XX entitled: Of Prayer – A Perpetual Exercise of Faith. The Daily Benefits Derived from it; Section 28 Kinds of prayer. Vows. Supplications. Petitions. Thanksgiving. Connection of these, their onstant use and necessity. Particular explanation confirmed by reason, Scripture, and example. Rule as to supplication and thanksgiving.
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28. But though prayer is properly confined to vows and supplications, yet so strong is the affinity between petition and thanksgiving, that both may be conveniently comprehended under one name.

For the forms which Paul enumerates (1 Tim. ii. 1) fall under the first member of this division. By prayer and supplication we pour out our desires before God, asking as well those things which tend to promote his glory and display his name, as the benefits which contribute to our advantage. By thanksgiving we duly celebrate his kindnesses toward us, ascribing to his liberality every blessing which enters into our lot.

David accordingly includes both in one sentence, “Call upon me in the day of trouble: I will deliver thee, and thou shalt glorify me,” (Ps. l. 15.) Scripture, not without reason, commands us to use both continually.

We have already described the greatness of our want, while experience itself proclaims the straits which press us on every side to be so numerous and so great, that all have sufficient ground to send forth sighs and groans to God without intermission, and suppliantly implore him. For even should they be exempt from adversity, still the holiest ought to be stimulated first by their sins, and, secondly, by the innumerable assaults of temptation, to long for a remedy. The sacrifice of praise and thanksgiving can never be interrupted without guilt, since God never ceases to load us with favour upon favour, so as to force us to gratitude, however slow and sluggish we may be. In short, so great and widely diffused are the riches of his liberality towards us, so marvellous and wondrous the miracles which we behold on every side, that we never can want a subject and materials for praise and thanksgiving.

To make this somewhat clearer: since all our hopes and resources are placed in God, (this has already been fully proved,) so that neither our persons nor our interests can prosper without his blessing, we must constantly submit ourselves and our all to him.

Then whatever we deliberate, speak, or do, should be deliberated, spoken, and done under his hand and will; in fine, under the hope of his assistance. God has pronounced a curse upon all who, confiding in themselves or others, form, plans and resolutions, who, without regarding his will, or invoking his aid, either plan or attempt to execute, (James iv. 14; Isaiah xxx. 1; xxxi. 1.) And since, as has already been observed, he receives the honour which is due when he is acknowledged to be the author of all good, it follows that, in deriving all good from his hand, we ought continually to express our thankfulness, and that we have no right to use the benefits which proceed from his liberality, if we do not assiduously proclaim his praise, and give him thanks, these being the ends for which they are given.

When Paul declares that every creature of God “is sanctified by the word of God and prayers” (1 Tim. iv. 5,) he intimates that without the word and prayers none of them are holy and pure word being used metonymically for faith.

Hence David, on experiencing the loving-kindness of the Lord, elegantly declares, “He hath put a new song in my mouth,” (Ps. xl. 3;) intimating, that our silence is malignant when we leave his blessings unpraised, seeing every blessing he bestows is a new ground of thanksgiving.

Thus Isaiah, proclaiming the singular mercies of God, says, “Sing unto the Lord a new song (Is. xlii. 10.)” In the same sense David says in another passage, “O Lord, open thou my lips; and my mouth shall show forth thy praise,” (Ps. li. 15.) In like manner, Hezekiah and Jonah declare that they will regard it as the end of their deliverance “to celebrate the goodness of God with songs in his temple,” (Is. xxxviii. 20; Jonah ii. 10.) David lays down a general rule for all believers in these words, “What shall I render unto the Lord for all his benefits toward me? I will take the cup of salvation, and call upon the name of the Lord,” (Ps. cxvi. 12, 13.)

This rule the Church follows in another psalm, “Save us, O Lord our God, and gather us from among the heathen, to give thanks unto thy holy name, and to triumph in thy praise,” (Ps. cvi. 47.) Again, “He will regard the prayer of the destitute, and not despise their prayer. This shall be written for the generation to come: and the people which shall be created shall praise the Lord.” “To declare the name of the Lord in Zion, and his praise in Jerusalem,” (Ps. cii. 18, 21.) Nay, whenever believers beseech the Lord to do anything _for his own name’s sake_, as they declare themselves unworthy of obtaining it in their own name, so they oblige themselves to giv e thanks, and promise to make the right use of his lovingkindness by being the heralds of it.

Thus Hosea, speaking of the future redemption of the Church, says, “Take away all iniquity, and receive us graciously; so will we render the calves of our lips,” (Hos. xiv. 2.) Not only do our tongues proclaim the kindness of God, but they naturally inspire us with love to him. “I love the Lord, because he hath heard my voice and my supplications,” (Ps. cxvi. 1.) In another passage, speaking of the help which he had experienced, he says, “I will love thee, O Lord, my strength,” (Ps. xviii. 1.) No praise will ever please God that does not flow from this feeling of love. Nay, we must attend to the declaration of Paul, that all wishes are vicious and perverse which are not accompanied with thanksgiving. His words are, “In everything by prayer and supplication with thanksgiving let your requests be made known unto God,” (Phil. iv. 6.)

Because many, under the influence of moroseness, weariness, impatience, bitter grief and fear, use murmuring in their prayers, he enjoins us so to regulate our feelings as cheerfully to bless God even before obtaining what we ask.

But if this connection ought always to subsist in full vigour between things that are almost contrary, the more sacred is the tie which binds us to celebrate the praises of God whenever he grants our requests. And as we have already shown that our prayers, which otherwise would be polluted) are sanctified by the intercession of Christ, so the Apostle, by enjoining us “to offer the sacrifice of praise to God continually” by Christ, (Heb. xiii. 15,) reminds us, that without the intervention of his priesthood our lips are not pure enough to celebrate the name of God.

Hence we infer that a monstrous delusion prevails among Papists, the great majority of whom wonder when Christ is called an intercessor. The reason why Paul enjoins, “Pray without ceasing; in every thing give thanks,” (1 Thess. v. 17, 18,) is, because he would have us with the utmost assiduity, at all times, in every place, in all things, and under all circumstances, direct our prayers to God, to expect all the things which we desire from him, and when obtained ascribe them to him; thus furnishing perpetual grounds for prayer and praise.