Luke 22:31-34 King James Version (KJV)
31 And the Lord said, Simon, Simon, behold, Satan hath desired to have you, that he may sift you as wheat:
32 But I have prayed for thee, that thy faith fail not: and when thou art converted, strengthen thy brethren.
33 And he said unto him, Lord, I am ready to go with thee, both into prison, and to death.
34 And he said, I tell thee, Peter, the cock shall not crow this day, before that thou shalt thrice deny that thou knowest me.
Jesus also prays for our faith to not fail - Jesus is the author and finisher of our faith. The Gift of Salvation He has given us is secure IN HIM (Christ). Jesus knew Peter would deny Him 3 times yet, Jesus prayed for Peter.