Philippians 4:4 is the happiest verse in the Bible. It says, “Rejoice in the Lord always; again I will say, rejoice!” Most things in our life bring with them ups and downs. It’s sometimes impossible to rejoice in our 
circumstances and Paul does not call us to do so. But we can always rejoice in the Lord. Paul says no matter what our circumstances we should still find joy in the Lord. He has our circumstances in the palm of His hand and will bring about a positive result for us. It’s a matter of trusting in God’s goodness to do so. If we do it’s easy to imagine rejoicing in all circumstances in life. Paul does so in prison in Philippi. He and Silas sing songs during the night! He rejoices in his prison cell in Rome as we see clearly from the letters he writes. He is a man who has learned how to rejoice in all circumstances of life and he’s going to assert that very truth in the verses that will follow.
If we compare this passage to a parallel passage in 1 Thessalonians we’ll see that Paul gives three things that we should be able to do always! 1 Thessalonians 5:16 is the shortest verse in the Bible. Most people think it’s “Jesus wept.” But in the Greek text that verse has three words! In the Greek text of 1 Thessalonians 5:16 there are only two words; “Rejoice Always!” I love what David Williams said in his commentary on this passage. He writes, “We might have little in the world to be glad about, but in the Lord we have much, and the world cannot take that joy from us (cf. John 16:22). The phrase ‘in the Lord’ points to the objective grounds for our rejoicing in what God has done for us in Christ: ‘God so loved … that he gave …’ But this is linked with a subjective capacity to rejoice, which is no less God-given: once again a part of the fruit of the Spirit. In short, joy lies at the heart of the gospel—a truth echoed in the common root, in Greek, of two words, grace and joy (charis, chara). It is God’s joy to be gracious to us, while our joy has its grounds in his grace.”
In 1 Thessalonians Paul says there are two other things that we should do always and I see them intimately connected to God’s grace as well. Verse 17 says “pray without ceasing.” We must learn to face all our circumstances in life with prayer. Paul is going to focus on that in great depth after exhorting us to rejoice always in Philippians. Prayer takes the burden off of ourselves and gives it to God. Williams says, “Prayer acknowledges our utter dependence upon God and the utter dependability of God in all circumstances. Prayer, as much as joy, is the product of God’s grace.” We are also are directed to “give thanks in all circumstances; for this is the of God in Christ Jesus for you.” We will be hurt, disappointed, confused, offended, defeated at times but even in those times there is one great reason to be thankful. God loves us and has promised to work everything out in our lives for good in the end.