When Jesus was on earth with His disciples, they asked Him to teach them how to pray. He responded by giving them – and us – what we call, “The Lord's Prayer,” but is more accurately, “The Disciple's Prayer.” [Matt. 6] But He also gave such instructions as Don't be a hypocrite when you pray, don't pray to please men, don't use repetition and useless flowery speech, and so on. He also emphasized the need to keep on praying with the assurance that, because God is a Just God, He will answer, no matter how long it takes, so “ask, seek and knock.”
However, His greatest and more meaningful and impactful lesson on prayer is what He modeled for us on the Cross – and specifically, in Psalm 22 through the experience of David.