We should never feel alone or isolated in prayer: made God’s children in Baptism, we are conformed to Christ, and so caught up in the Son’s “filial prayer” to the Father.
Jesus’ prayer is described in the Gospels – His great love for the Father, absolute acceptance of His will, and heartfelt thanksgiving, poured out even before His request is granted.
Now enthroned at the Father’s right hand, Christ continues to pray unceasingly as our High Priest in heaven.
And because we are members of the Body of Christ, He actually prays within us!
St. Augustine captures this beautiful mystery:
He prays for us as our priest, prays in us as our Head, and is prayed to by us as our God. Therefore let us acknowledge our voice in Him and His in us.
–quoted in Catechism paragraph 2616.