Jesus hardly speaks of thanksgiving as characteristic of the daily spiritual life the way Paul does, but is instead more unsettled and on guard in his estimation of it

In every thing give thanks: for this is the will of God in Christ Jesus concerning you. 

-- I Thessalonians 5:18

And he spake a parable unto them to this end, that men ought always to pray, and not to faint;

-- Luke 18:1

Watch ye therefore, and pray always, that ye may be accounted worthy to escape all these things that shall come to pass, and to stand before the Son of man.

-- Luke 21:36

For whosoever shall do the will of God, the same is my brother, and my sister, and mother.

-- Mark 3:35