Jesus prayed constantly.
He woke early in the morning to pray and would go off by himself to pray more. He references prayer often and casually, as if it ought to be considered a normal thing. And, for Jesus it was normal.
In the desert, while being tempted, Jesus fasted as a form of more intense prayer.
When the demon possessed boy could not be freed from the demon—not even by Jesus’s disciples—Jesus drove out the demon, even then through convulsions. Jesus had given the disciples authority, so they assumed they would be able to drive out the demon.
When the disciples asked why they could not drive out the demon, Jesus said that some demons only come out by prayer and fasting. This refers to people with a lifestyle of prayer and fasting, not merely praying and fasting one time for that one demon. This is obvious because Jesus neither prayed nor fasted when he drove out the demon and his disciples knew exactly what he meant. Prayer and fasting were an evident part of Jesus’s life, his disciples knew this well because they had to go looking for him while was praying. They even asked him how to pray because they knew he knew.
One does not develop a lifestyle of prayer by memorizing pre-written “prayers”. Such prayer is like a conversation. As a human, son, brother, and friend, Jesus is not praying in some mysterious way that other humans can’t. The way Jesus prays was the same way we all can pray, which was why he taught us to pray.
When Jesus taught prayer in his Sermon on the Mount, he said not to act impressive or pious, but to be simple and pray for daily bread, forgiveness of sin, deliverance from evil, and to bring Heaven to Earth.
Jesus grants us his authority, but we only walk in it by prayer.
Prayer is not a show, it is a conversation with God. Everyone has a direct phone line to God, you included. The more you talk on that phone line and the more you listen, the more you will understand Jesus because the more you will be like Jesus.
Matthew 6:1-15; 14:23; 17:14-21, Mark 1:35-37; 9:14-29, Luke 4:1-2; 6:12; 11:1-4; 18:7; 22:31-32, John 17, Hebrews 5:7