To pray at all times is to live in continual God consciousness, where everything we see and experience becomes a kind of prayer, lived in deep awareness of and surrender to our heavenly Father. To obey this exhortation means that, when we are tempted, we hold the temptation before God and ask for His help. When we experience something good and beautiful, we immediately thank the Lord for it. When we see evil around us, we pray that God will make it right and be willing to be used of Him to that end. When we meet someone who does not know Christ, we pray for God to draw that person to Himself and to use us to be a faithful witness. When we encounter trouble, we turn to God as our Deliverer. In other words, our life becomes a continually ascending prayer, a perpetual communing with our heavenly Father. To pray at all times is to constantly set our minds “on things that are above, not on the things that are on earth” (Col. 3:2).
John MacArthur