"Jesus was praying in a certain place. When he finished, one of his disciples said to him, 'Lord, teach us to pray.'" — Luke 11:1
Have you ever wondered why Jesus prayed? As Luke 5:16 informs us, "Jesus often withdrew to lonely places and prayed." The Lord's passion for prayer may surprise us. He is God; why would he need to pray at all?
The gospels record Jesus praying at key moments in his ministry. First, remember that Jesus was tempted in the wilderness "after fasting forty days and forty nights" (Matthew 4:2). Prayer is not mentioned here, but since prayer and fasting are often connected in the Bible, it's safe to assume that Jesus prayed intensely to prepare for the temptations that would follow.
In addition, Jesus chose his twelve disciples after he "spent the night praying to God" (Luke 6:12). Through prayer, he was guided by the Spirit to choose his closest followers. In Luke 11 we read that one of the disciples asked Jesus to teach them to pray just after he had finished praying. In response, he taught them the prayer we know today as the Lord's Prayer (see also Matthew 6:9-13).
On the night before he died, Jesus prayed as never before, earnestly wrestling with God. Our Lord's submission to death on a cross for our sake, obeying the will of his Father, was the fruit of that prayerful struggle.
Through prayer Jesus received strength, discernment, instruction, and obedience. The bottom line is this: if Jesus needed to pray, how much more do we?