1 When the Lord was speaking to the Father of those whom He already had as disciples, He said this also among other things: “I pray for them. I pray not for the world, but for those whom You have given me.” By the world, He now wishes to be understood those who live according to the lust of the word, and stand not in the gracious lot of such as were to be chosen by Him out of the world. Accordingly it is not for the world, but for those whom the Father has given Him, that He expresses Himself as praying: for by the very fact of their having already been given Him by the Father, they have ceased to belong to that world for which He refrains from praying.
Source: Tractates on the Gospel of John (New Advent)