Jesus prayed to God throughout his human life (Luke 5:16), including the time of his crucifixion.

The heavenly Father gave Jesus life. God blesses all intelligent life with free will. Jesus had a will of his own, but as he explained to his disciples, he came not to do his own will, but the will of the Father that sent him (John 6:38). In all things Jesus sought direction and instructions from God. He wanted to make sure his actions were in harmony with God’s plan and purposes. 

The following scriptures show Jesus continually prayed to God: 

Luke 6:12, Christ was all night in prayer with God before choosing the apostles. 

Mark 1:35, Christ apparently prayed to God asking where he should preach next. 

John 14:16, Jesus tells his disciples he will pray to the Father to send a comforter. 

The entire 17th chapter of John is a record of Jesus’ prayer to God for the church. 

Jesus knew he was to be crucified. He realized he would suffer, experience shame and feel great agony. In the Garden of Gethsemane, he asked his Father to remove the cup of these experiences. However, he submitted to his Father’s will saying, “nevertheless not my will, but yours be done” (Luke 22:42).

Even though Jesus was Lord (one with authority), his lordship did not extend beyond the authority of the heavenly Father – the one who put all things under him (1 Corinthians 15:27,28). It was through the obedience of Jesus to do God’s will and not his own that he proved himself worthy of glory, honor and immortality (Revelation 5:12).

Through his entire ministry, Jesus was in constant communion with the heavenly Father. Such communion was kept until the last moments before his death when Jesus cried, “My God, my God, why have you forsaken me?” (Matthew 27:46) 

The Apostle Paul revealed the reason and the results of Jesus’ prayers and obedience saying, “In the days of his flesh, Jesus offered up prayers and supplications, with loud cries and tears, to him who was able to save him from death, and he was heard because of his reverence. Although he was a son, he learned obedience through what he suffered. And being made perfect, he became the source of eternal salvation to all who obey him” (Hebrews 5:7-9, ESV).

Additional Resources:
What unique qualifications did Jesus possess to be Savior of the world? 
See how he was thoroughly fitted and prepared to accomplish this wonderful work.
PDF Booklet: “Jesus: The World’s Savior”

Christian Questions Podcast
Episode #1070: “What Can We Learn From Jesus’ Final Prayers?”
Absorbing the character and devotion of Jesus as he faced death
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CQ Rewind Show Notes