Jesus prayed directly to His heavenly Father. He prayed anywhere—whether outdoors on a hill, or in a boat. Anywhere. He prayed often. Sometimes He prayed all night or rose up early in the morning to pray.

Jesus prayed talking to His Father as a boy talks to His dad. We see this in His long prayer in the Gospel of John, chapter 17 where He talks plainly and simply to His heavenly Father. In the biography of Jesus seen in John’s Gospel in the New Testament, we can read about Jesus praying to God the Father. Click here:

http://www.jesuscentral.com/ji/life-of-jesus-ancient/biography-of-jesus-christ/who-is-Jesus-by-john/gospel-of-john-17_6-19.php

Before going to the cross, Jesus prayed in the Garden of Gethsemane. His disciples were with Him but the fell asleep. According to the Gospel of Matthew in the New Testament, "…he went a little further, and fell on his face, and prayed, saying, 'O my Father, if it be possible, let this cup pass from me: nevertheless not as I will but as You will'" (Matthew 26:39 NKJV).  Jesus even prayed when He was on the cross: “Father forgiven them, they don’t know what they are doing.”