Prayer is the central way of communication between God and the human being, which involves man's thoughts, emotions, and acts. It is the whole expression of the individual in the presence of God. The core aspects of one's religiosity appear in prayer, which is perceived as one of the main subjects of the psychology of religion. In this study, we have three aims: firstly, we want to explore the main psychological approaches to prayer in the psychology of religion. Secondly, we aim to examine main Muslim approaches to prayer. Thirdly, we want to compare Western and Muslim psychological approaches to prayer. To achieve our first aim, the first part of our study deals with Western psychological views of prayer. We chose to examine the views of four prominent Western psychologists. In the first chapter, the views of Francis Galton and William James on prayer have been examined. The main issues of this chapter are the question of objective efficacy of prayer, and experiential and pragmatic dimensions of prayer. In the second chapter, Friedrich Heiler's and James Bissett Pratt's approaches are studied. By doing this, we explored the historical and psychological development of prayer and its subjective effects on human life. The second part of our study deals with three Muslim approaches to prayer. In the first chapter of the second part, Al-Ghazali's views are studied as a classical approach in Muslim thought. In the second chapter, Ibn 'Ald' Allah's ideas of prayer as a Sufi approach, and in the third chapter, Muhammad Iqbal's views on prayer are examined as a modem Muslim approach. In the concluding chapter of the thesis, we compare the views of four Western psychologists, whose views are examined in the first part, with the three Muslim approaches.