Colossians 4:2

2.Continue in prayer. He returns to general exhortations, in which we must not expect an exact order, for in that case he would have begun with prayer, but Paul had not an eye to that. Farther, as to prayer, he commends here two things; first, assiduity; secondly, alacrity, or earnest intentness. For, when he says, continue, he exhorts to perseverance, while he makes mention of watching in opposition to coldness, and listlessness. (467)

He adds, thanksgiving, because God must be solicited for present necessity in such a way that, in the mean time, we do not forget favors already received. Farther, we ought not to be so importunate as to murmur, and feel offended if God does not immediately gratify our wishes, but must receive contentedly whatever he gives. Thus a twofold giving of thanks is necessary. As to this point something has also been said in the Epistle to the Philippians. (Philippians 4:6.)