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The following is an excerpt from The MacArthur New Testament Commentary on 1 Thessalonians 5.
in everything give thanks; for this is God’s will for you in Christ Jesus. (5:18)
Being unthankful is the very essence of the unregenerate heart. The apostle Paul identified unbelievers as ungrateful: “For even though they knew God [through conscience and general revelation], they did not honor Him as God or give thanks, but they became futile in their speculations, and their foolish heart was darkened” (Rom. 1:21). But when God regenerates an individual, He produces a new heart that longs to obey Paul’s injunction and in everything give thanks. That simple, direct statement allows believers no excuses to be ungrateful. In everything (en panti) refers to all that occurs in life. No matter what struggles, trials, testings, or vicissitudes occur in the lives of Christians (with the obvious exception of personal sins), they are to give thanks (Acts 5:41; cf. James 1:2–3; 1 Peter 1:6–9). Thankfulness therefore should be part of the fabric of the regenerate life (Ps. 136:1–3; Dan. 6:10; Eph. 5:20; Col. 3:17; Heb. 13:15), a gracious fruit of the Holy Spirit’s work within the believer’s heart (cf. Col. 2:7).
It is spiritually abnormal for Christians to be unthankful. Unthankfulness disobeys the many Scripture texts that enjoin the believer to a life of gratitude. Romans 8:28 sets forth the overarching principle: “And we know that God causes all things to work together for good to those who love God, to those who are called according to His purpose.” God’s providence—His sovereign blending of all of life’s contingencies for believers’ ultimate blessing—causes them to be thankful for everything in life, knowing that it fits into His eternal purpose for them (cf. Gen. 50:20; Pss. 37:28; 91:3–4; 145:9; Prov. 19:21).
When the early church met, one of its main purposes was to give thanks to God. That is implicit even in Paul’s instruction to the Corinthians concerning the proper use of tongues (languages) during their worship services.
So also you, since you are zealous of spiritual gifts, seek to abound for the edification of the church. Therefore let one who speaks in a tongue pray that he may interpret. For if I pray in a tongue, my spirit prays, but my mind is unfruitful. What is the outcome then? I will pray with the spirit and I will pray with the mind also; I will sing with the spirit and I will sing with the mind also. Otherwise if you bless in the spirit only, how will the one who fills the place of the ungifted say the “Amen” at your giving of thanks, since he does not know what you are saying? For you are giving thanks well enough, but the other person is not edified. (1 Cor. 14:12–17)
Paul’s other letters remind believers to express their thankfulness and thereby be distinct from the ungrateful, unbelieving culture around them. “But immorality or any impurity or greed must not even be named among you, as is proper among saints; and there must be no filthiness and silly talk, or coarse jesting, which are not fitting, but rather giving of thanks” (Eph. 5:3–4; cf. 2 Cor. 4:15; 9:11).
Ephesians 5:18–20 clearly affirms that Christians ought to be known by their constant thankfulness:
And do not get drunk with wine, for that is dissipation, but be filled with the Spirit, speaking to one another in psalms and hymns and spiritual songs, singing and making melody with your heart to the Lord; always giving thanks for all things in the name of our Lord Jesus Christ to God, even the Father. (cf. Col. 2:6–7; 3:15–17; 4:2.)
Even in times of great anxiety, fear, worry, and stress, a prayerful attitude of thanksgiving should characterize believers (Phil. 4:6–7).
Paul’s statement, for this is God’s will for you in Christ Jesus, attaches to all three commands in this passage. It is God’s will that all those who are in Christ Jesus should express constant joy, constant prayer, and constant thanksgiving. And God not only mandates those expressions of righteousness, but He makes it possible for believers to articulate them (cf. Phil. 2:13)—and is pleased when they do.