Philppians 4:5b-6
The Lord is at hand; do not be anxious about anything, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. And the peace of God, which surpasses understanding, will guard your hearts and minds in Christ Jesus.

We all know what it's like to be anxious - what is going to happen in this situation? How can I make sure this turns out alright? I can't do anything about this!
The command to not be anxious in these verses comes from the reassurance that the Lord is at hand, He is near.
  • The anxious person gets stressed when something goes wrong, running it over and over in their mind (essentally praying to themselves) but still unable to do anything about it. The Christian reacts by praying to God, the person who can do something about it. 
  • The anxious person is assuming that they know best, that they know how this situation needs to be solved. The Christian knows that God is near and actually does know best. 
  • The anxious person doesn't know if they can trust someone else to do what they're supposed to do. The Christian knows that God is near and can be trusted.
So, through thanksgiving for the fact that He is near to us, and with prayer about the situation, God can give us peace. The peace of God is described as peace that surpasses understanding because the situation may not have changed, the circumstances may be terrible, but the source of our peace is not circumstances, it is God.