I give thanks to my God. It deserves attention, that he at the same time prays for that very thing for which he "gives thanks." Even the most perfect, so long as they live in the world, never have so good ground for congratulation as not to need prayers, that God may grant to them, not only to persevere till the end, but likewise to make progress from day to day.

I thank my God - That is, for what I hear of you.
Making mention of thee always in my prayers - See a similar declaration respecting the church at Ephesus, Ephesians 1:16. It would appear from this that Paul, in his private devotions, was in the habit of mentioning churches and individuals by name. It would seem, also, that though he was a prisoner, yet he somehow found opportunity for secret devotion. And it would appear further, that, though encompassed with many cares and sorrows, and about to be put on trial for his life, he did not forget to remember a Christian brother though far distant from him, and to bear him on his heart before the throne of grace. To remember with affectionate concern these churches and individuals, as he did, Paul must have been a man of much prayer.

I thank my God - For all the good he has bestowed upon you, making mention of thee always in my prayers, that thou mayest hold fast all that thou hast got, and get all that thou dost farther need.

I thank my God,.... Meaning on account, of Philemon, for the grace bestowed upon him, thereafter mentioned; See Gill on Romans 1:8 making other saints, Romans 1:9, the apostle was a man much in prayer, frequent at the throne of grace; and he prayed not for himself only, but for all the saints, for all the churches and ministers of the Gospel; whom he not only bore upon his mind and heart, but made mention of them, it may be by name; however, he remembered them, and put up petitions, with thanksgivings, for them; and so he did for Philemon; and which he takes notice of with the same view as before: the word, "always", is so placed in the original text, as to be put either to his thanks to God, or his prayers, and may be true of both; the Syriac and Arabic versions join it to the former; and the Vulgate Latin and the Ethiopic versions place it to the latter.

always--joined by ALFORD with, "I thank my God."

I thank my God. Here he begins to speak directly to Philemon, whom he always mentions in his prayers.
Hearing of thy love and faith. The ground of his thankfulness is Philemon's godly life.
That the communication of thy faith. Rather, "fellowship," as in the Revision. The Greek word is koinonia, and the prayer is that the fellowship of faith between Philemon and Onesimus may become effectual in showing forth forgiveness, which would of course be comprehended in every good thing. Here, however, the statement is general.
For I had much joy and comfort. Alluding to the time when news came to him of the state of the church at Colosse and of Philemon's active Christian life. The news was brought, no doubt, by Epaphras (Colossians 1:7).