The Sermon on the Mount.
9 After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name. 10 Thy kingdom come. Thy will be done in earth, as it is in heaven. 11 Give us this day our daily bread. 12 And forgive us our debts, as we forgive our debtors. 13 And lead us not into temptation, but deliver us from evil: For thine is the kingdom, and the power, and the glory, for ever. Amen. 14 For if ye forgive men their trespasses, your heavenly Father will also forgive you: 15 But if ye forgive not men their trespasses, neither will your Father forgive your trespasses.
When Christ had condemned what was amiss, he directs to do better; for his are reproofs of instruction. Because we know not what to pray for as we ought, he here helps our infirmities, by putting words into our mouths; after this manner therefore pray ye, Mt 6:9. So many were the corruptions that had crept into this duty of prayer among the Jews, that Christ saw it needful to give a new directory for prayer, to show his disciples what must ordinarily be the matter and method of their prayer, which he gives in words that may very well be used as a form; as the summary or contents of the several particulars of our prayers. Not that we are tied up to the use of this form only, or of this always, as if this were necessary to the consecrating of our other prayers; we are here bid to pray after this manner, with these words, or to this effect. That in Luke differs from this; we do not find it used by the apostles; we are not here taught to pray in the name of Christ, as we are afterward; we are here taught to pray that the kingdom might come which did come when the Spirit was poured out: yet, without doubt, it is very good to use it as a form, and it is a pledge of the communion of saints, it having been used by the church in all ages, at least (says Dr. Whitby) from the third century. It is our Lord's prayer, it is of his composing, of his appointing; it is very compendious, yet very comprehensive, in compassion to our infirmities in praying. The matter is choice and necessary, the method instructive, and the expression very concise. It has much in a little, and it is requisite that we acquaint ourselves with the sense and meaning of it, for it is used acceptably no further than it is used with understanding and without vain repetition.
The Lord's prayer (as indeed every prayer) is a letter sent from earth to heaven. Here is the inscription of the letter, the person to whom it is directed, our Father; the where, in heaven; the contents of it in several errands of request; the close, for thine is the kingdom; the seal, Amen; and if you will, the date too, this day.
Plainly thus: there are three parts of the prayer.
Source: Matthew Henry's Commentary on the Whole Bible Volume V (Matthew to John)