James 5:17

Elijah was a man with a nature like ours (with the same physical, mental and spiritual limitations and short comings), and he prayed intensely for it not to rain, and it did not rain on the earth for three years and six months.

It all comes down to whether we believe that the promises of God are true. When we believe that God is faithful to His Word regarding prayer, we will pray confidently. If we have doubt, our prayers will reflect the doubt and go unanswered. Elijah prayed because he was fully convinced about what God could do.