John 17:9

I pray for them
This is to be understood of Christ, not as God; for as such he is the object of prayer; nor need he pray to any other; nor is there any superior to him under that consideration to pray unto; but as man and Mediator: nor is his praying any argument against his deity; nor proof of inferiority to his Father with respect to his divine nature; since it is not in that, but in his human, nature, that he prayed; though this may be ascribed to his whole person as Godman; hence he had the greatest qualifications and abilities for this work, and his prayers were always heard: praying, as attributed to Christ, must be restrained to his state of humiliation; prayer is never spoken of Christ but whilst he was here on earth; his intercession in heaven is never expressed by prayer; and the saints when they come thither, will have done praying, Christ whilst on earth, was an excellent pattern of prayer; of private and solitary prayer; of social prayer; for and with his disciples; of frequent and fervent prayer; of submission to the will of God in prayer; and of praying even for enemies: the persons he is here said to pray for are his apostles; which shows their danger and their wants, his care over them, and concern for them, and his love unto them:

I pray not for the world;
the inhabitants of it, the carnal unbelieving part of the world, which lie in sin, and will be condemned; as he died not for them, so he prayed not for them; for whom he is the propitiation, he is an advocate; and for whom he died, he makes intercession; and for no other in a spiritual saving way:

but for them which thou hast given me;
out of the world, as distinct from them, to be saved with an everlasting salvation by him; and to be preserved safe to his kingdom and glory; for these he prays, for the conversion of them, the application of pardon to them, their final perseverance and eternal glory:

for they are thine;
not merely by creation, and as the care of his providence, but by eternal election, and special grace in calling; which is a reason why Christ prayed for them, and an argument why the Father should, and would regard his prayers.