Jamieson, Fausset and Brown on 1 Thessalonians 5:16-17

16-17. In order to "rejoice evermore," we must "pray without ceasing" (1Th 5:17). He who is wont to thank God for all things as happening for the best, will have continuous joy [Theophylact]. Ep 6:18; Php 4:4, 6, "Rejoice in the Lord ... by prayer and supplication with thanksgiving"; Ro 14:17, "in the Holy Ghost"; Ro 12:12, "in hope"; Ac 5:41, "in being counted worthy to suffer shame for Christ's name"; Jas 1:2, in falling "into divers temptations."