“First, I thank my God through Jesus Christ for you all…that without ceasing I make mention of you always in my prayers.”- Romans 1:8-9

It was natural to Paul so to thank God when he prayed. Look at Colossians 1:3-“We give thanks to God and the Father of our Lord Jesus Christ, praying always for you.” To the same effect we read in 1Thessalonians 1:2-“We give thanks to God always for you all, making mention of you in our prayers.” Look also at 2Timothy 1:3- “I thank God, whom I serve from my forefathers with pure conscience, that without ceasing I have remembrance of thee in my prayers night and day.” And if it be so in other epistles, we are not at all surprised to find it so in Philippians 1:3-4-“I thank my God upon every remembrance of you, always in every prayer of mine for you all making request with joy.” Nor need I confine you to the language of Paul’s epistle, since it is most noteworthy that in Philippi itself (and those to whom he wrote must have remembered the incident) Paul and Silas prayed and sang praises unto God at midnight, so that the prisoners heard them. It is clear that Paul habitually practiced what he here enjoins. His own prayers had not been offered without thanksgiving; what God hath joined together he had never put asunder.~ C.H. Spurgeon

https://www.blueletterbible.org/Comm/spurgeon_charles/sermons/1469.cfm