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The following is an excerpt from The MacArthur New Testament Commentary on 1 Thessalonians 4.
For this is the will of God, your sanctification; that is, that you abstain from sexual immorality; (1 Thessalonians 4:3)
The will of God for Christians concerning proper sexual behavior is quite clear, namely, that they abstain from sexual immorality. The conjunction for links this command to Paul’s previous exhortation that the Thessalonians strive to excel more (4:1–2). Paul already knew his readers desired to do God’s will (cf. 1:3–10), but he also realized they needed to know more specifically what that will encompasses.
In view of the permissive culture in Thessalonica, Paul considered abstention from sexual immorality to be the first priority in the Thessalonians’ devotion to sanctification. As already discussed, every imaginable sexual vice was rampant in and around Thessalonica; therefore, Paul was especially concerned that the Thessalonians could easily fall back into their former habits. So he gave them the direct, uncomplicated command to abstain from sexual immorality. Abstain means complete abstinence, in this case, staying completely away from any thought or behavior that violates the principles of God’s Word and results in any act of sexual sin. Sexual immorality (porneias) is a term used to describe any form of illicit sexual behavior (John 8:41; Acts 15:20, 29; 21:25; 1 Cor. 5:1; 6:13, 18; 2 Cor. 12:21; Gal. 5:19; Eph. 5:3; Col. 3:5; Rev. 2:21; 9:21). Any sexual activity that deviates from the monogamous relationship between a husband and a wife is immoral by God’s standard. The Lord does bless the sexual relationship in matrimony: “Marriage is to be held in honor among all, and the marriage bed is to be undefiled” (Heb. 13:4a). But He is not pleased with sexual activity of any kind other than that: “for fornicators and adulterers God will judge” (Heb. 13:4b; cf. Rom. 1:24–32; 2:2).
Paul’s Spirit-inspired teaching on the subject of sexual morality is so strict and demanding that it extends beyond just the physical acts of immorality, as his later teachings to the Ephesians and the Colossians illustrate:
But immorality or any impurity or greed must not even be named among you, as is proper among saints. (Eph. 5:3)
For you have died and your life is hidden with Christ in God …. Therefore consider the members of your earthly body as dead to immorality, impurity, passion, evil desire, and greed, which amounts to idolatry. (Col. 3:3, 5)
In both passages, impurity is from the same Greek word, whose meaning extends beyond acts of sexual sin to include unclean thoughts and intentions. That use of impurity, along with the general tenor of Paul’s warnings against sexual immorality, places him in complete agreement with Jesus’ teaching on sexual sin: “You have heard that it was said, ‘You shall not commit adultery’; but I say to you that everyone who looks at a woman with lust for her has already committed adultery with her in his heart” (Matt. 5:27–28; cf. 15:19; Mark 7:21–22). Total abstinence from sexual sin is a duty of the utmost importance for all believers (Ex. 20:14; Acts 15:20; Rom. 13:13; 1 Cor. 6:15–18; Gal. 5:19–21; Eph. 5:5–6; Col. 3:5; cf. Gen. 39:7–10; 1 Cor. 5:11; 1 Peter 4:3).
Scripture makes it clear that people who habitually engage in sexual immorality thereby demonstrate that they are not Christians: “Or do you not know that the unrighteous will not inherit the kingdom of God? Do not be deceived; neither fornicators, nor idolaters, nor adulterers, nor effeminate, nor homosexuals, nor thieves, nor the covetous, nor drunkards, nor revilers, nor swindlers, will inherit the kingdom of God” (1 Cor. 6:9–10; cf. Gal. 5:19–21; Rev. 21:8; 22:15). But that same chapter of 1 Corinthians also indicates that believers can sometimes commit sexual sins:
Do you not know that your bodies are members of Christ? Shall I then take away the members of Christ and make them members of a prostitute? May it never be! Or do you not know that the one who joins himself to a prostitute is one body with her? For He says, “The two shall become one flesh.” But the one who joins himself to the Lord is one spirit with Him. Flee immorality. Every other sin that a man commits is outside the body, but the immoral man sins against his own body. Or do you not know that your body is a temple of the Holy Spirit who is in you, whom you have from God, and that you are not your own? For you have been bought with a price: therefore glorify God in your body. (6:15–20)
The apostle was concerned that the new Corinthian believers had not completely abandoned such activities. The situation at Corinth, where Paul was when he wrote the Thessalonian epistles, surely highlighted the danger of sexual sin and motivated Paul’s warning to the Thessalonians. The command, then, is for total abstinence from any sexual activity outside marriage.