Awhile back, I chatted with Gus Lloyd on Sirius Radio, the Catholic Channel, about praying during those times that you are depressed, tired, or burned out—those times that you pray and you get nothing back.
A listener, Frank, wrote the following in response, and I’ve hung unto it because 1) I can’t throw anything away (I’m a hoarder), but also 2) I was really touched by it, and thought it was a fantastic idea to ask the Holy Spirit to pray for you during these times.
Says Frank:

I have never been diagnosed with depression but there are times when there’s no other better explanation for how I feel. Lasts a day or two and on I go. Just like everyone else but those are the times where it’s so hard to concentrate on prayer. It feels like I am talking to emptiness, if you understand what I mean. That’s where what you say is true: just do it… get into the habit of setting aside the time anyway and just plow along.
Kenny Rogers had a song a long time ago that spoke about “life was so much easier, 20 years ago”. I remember a time when it was, for me, a new age song and a babbling brook that brought me, almost physically, into the presence of God. I was “on fire” as they say and He was doing great things. Now, I’m afraid, I need to plan more and set aside more and life crept in on me. A more appropriate verse for me now is “Restore unto me the joy of my Salvation.” It’s not so easy and I am much more easily distracted.
At the times when I am praying to emptiness, I will, if I am smart, ask the Holy Spirit to pray in my place. It occurs to me that that may be the beauty of having a list of Saints to pray to but, as a Lutheran, I don’t go there. (I need to think about that a little).
Anyway, the Holy Spirit prays in groans unknown to me but in a perfect way even when my prayers are imperfect. That is a comfort for me in a huge way. I absolutely believe the Holy Spirit does a better job than I do and I can almost regain that sense of old when I sat by the babbling brook.

Frank’s insight reminds of one of my very favorite prayers by Thomas Merton:

My Lord God, I have no idea where I am going. I do not see the road ahead of me. I cannot know for certain where it will end. Nor do I really know myself, and the fact that I think that I am following your will does not mean that I am actually doing so. But I believe that the desire to please you does in fact please you. And I hope I have that desire in all that I am doing. I hope that I will never do anything apart from that desire. And I know that if I do this you will lead me by the right road though I may know nothing about it. Therefore will I trust you always though I may seem to be lost and in the shadow of death. I will not fear, for you are ever with me, and you will never leave me to face my perils alone.