Luke 9:18
"And it came to pass, as he was alone praying, his disciples were with him: and he asked them, saying, Whom say the people that I am?"
Cross References (ranked by relevance)
Matthew 26:36
Then cometh Jesus with them unto a place called Gethsemane, and saith unto the disciples, Sit ye here, while I go and pray yonder.
Luke 11:1
And it came to pass, that, as he was praying in a certain place, when he ceased, one of his disciples said unto him, Lord, teach us to pray, as John also taught his disciples.