Luke 4:42

‘And when it was day, he came out and went into a desert place, and the multitudes sought after him, and came to him, and would have stopped him, that he should not go from them.'

The result of all this was increasing popularity. So desiring privacy in order to speak with His Father He went aside into a desert place to pray, but even there the people sought Him out and tried to persuade Him to stay with them. Jesus was constantly being interrupted at prayer simply because people, including His own disciples, were constantly seeking Him.

It is interesting that Jesus is never depicted as praying together with His disciples, although He does teach them how to pray. Nor does He encourage them to pray with Him. In John 17 He is praying  for  them. He always goes alone to pray. This again confirms His uniqueness. None could share in His prayers. But all were to pray.