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Where does the Bible say “in every thing give thanks”?

It is in 1 Thessalonians 5:18 · King James Version

«In every thing give thanks: for this is the will of God in Christ Jesus concerning you.»
Read the chapter 1 Thessalonians 5 →

See also

Ephesians 5:20

Giving thanks always for all things unto God and the Father in the name of our Lord Jesus Christ;

Colossians 3:17

And whatsoever ye do in word or deed, do all in the name of the Lord Jesus, giving thanks to God and the Father by him.