The Lord is at hand. In nothing be anxious;
but in everything by prayer and supplication with thanksgiving let your requests be made known unto God (Philippians 4:4-6).
“Blessed are they that mourn” and “woe unto them that laugh” (Matt. 5:4; Luke 6:25), says Christ.
How then does Paul say “rejoice in the Lord always”?
“Woe to them that laugh,” said Christ, the laughter of this world which arises from the things which are present.
He blessed also those that mourn, not simply for the loss of relatives, but those who are pricked at heart, who mourn their own faults, and take count of their own sins, or even those of others.
This joy is not contrary to that grief, but from that grief it too is born. For he who grieves for his own faults, and confesses them, rejoices. Moreover, it is possible to grieve for our own sins, and yet to rejoice in Christ.
Because…they were afflicted by their sufferings – “for to you it is given not only to believe in him, but also to suffer for him” (Philip. 1:29) – therefore does he say “rejoice in the Lord.”
For this can but mean: “if you exhibit such a life that you may rejoice”. Or “when your communion with God is not hindered, rejoice”. Or else the word “in” may stand for “with” – as if he had said “with the Lord.”
“Always; again I will say, Rejoice.” These are the words of one who brings comfort; as, for example, he who is in God rejoices always. Although he be afflicted, whatever he may suffer, such a man always rejoices.
Hear what Luke says, that “they returned from the presence of the Council, rejoicing that they were counted worthy to be scourged for His name” (Acts 5:41).
If scourging and bonds, which seem to be the most grievous of all things, bring forth joy, what else will be able to produce grief in us?
[…] Behold another consolation, a medicine which heals grief, and distress, and all that is painful. And what is this? Prayer, thanksgiving in all things.
And so He wills that our prayers should not simply be requests, but thanksgivings too for what we have. For how should he ask for future things, who is not thankful for the past? “But in everything by prayer and supplication.”
Wherefore we ought to give thanks for all things, even for those which seem to be grievous, for this is the part of the truly thankful man. In the other case the nature of the things demands it; but this springs from a grateful soul, and one earnestly affected toward God.
John Chrysostom (c.347-407): Homilies on St Paul’s Epistle to the Philippians, 14, 4 (on Philippians 4:4-6); slightly adapted).