What does “praying in the Spirit” mean?

Answer:

"I do not pray for these alone, but also for those who will believe in Me through their word; that they all may be one, as You, Father, are in Me, and I in You; that they also may be one in Us, that the world may believe that You sent Me" (John 17:20-21).

When Jesus spoke of himself being in the Father, the Father being in Jesus, and the disciples being in both the Son and the Father, he was speaking of being in close fellowship with each other. "That which we have seen and heard we declare to you, that you also may have fellowship with us; and truly our fellowship is with the Father and with His Son Jesus Christ" (I John 1:3). This fellowship with God comes into play when people are baptized. "For as many of you as were baptized into Christ have put on Christ" (Galatians 3:27).

"But you, beloved, building yourselves up on your most holy faith, praying in the Holy Spirit, keep yourselves in the love of God, looking for the mercy of our Lord Jesus Christ unto eternal life" (Jude 20-21).

Notice that all three of the Godhead are mentioned in this passage: the Spirit, the Father, and the Lord. "Praying in the Holy Spirit" is to pray in accordance with the Spirit's will, making His will our own. "Praying always with all prayer and supplication in the Spirit, being watchful to this end with all perseverance and supplication for all the saints" (Ephesians 6:18).