Man has been asked repeatedly to ask Allah(swt) for that which he desires. To end suffering, pain or to acquire that which we desire the most, dua is made unto Allah(swt). In Surah Ghafir, Allah(swt) says: 

"And your Lord says: "Call on Me; I will answer your (Prayer)" – [Quran 40:60] 

Yet many of our prayers go unanswered and people often wonder why their prayers were not heard. All prayers made to Allah(swt) are heard by Him: 

"When my servants ask you concerning me, (tell them) I am indeed close (to them). I listen to the prayer of every suppliant when he calls on me." – [Quran 2:186] 

1. A dua for something that is haram cannot be made and will not be fulfilled. We cannot ask for that which is forbidden in Islam. Such duas would definitely not be answered. Hence for starters we should know that what we are asking for should be halal according to the Islamic Shariah. 
 

2. Our duas should be for our betterment. If Allah(swt) feels that what we ask for will harm us then He will not grant us our wish. A child who has no sense of what is harmful often cries and weeps asking him mother to let him play with a knife. The mother knows that he can cut himself and thus expose himself to pain if he is given the knife and hence does not fulfill his request. Similarly we often ask for things that are actually indeed harmful to us. Due to our limited wisdom we cannot assess the harmful effects of it but Allah(swt) in His Divine Wisdom knows of it and thus in order to protect us, He does not fulfill our request. 

I have often come across the younger generation who wish for a certain person of the opposite sex to fall in love with them. When these duas are not answered they get depressed and disheartened. Some actually wish that they would have a love affair with that certain person, not realizing that this dua falls under the category of a forbidden act. Then there are others who wish for marriage which is permissible in Islam but a dua fulfilling the first criteria does not mean that it also fulfills the second criteria as mentioned above. 

A person wishes for wealth but does not get it. Why? Allah(swt) in His Divine Wisdom knows how we will spend that wealth. A person can think "but I would spend it in the cause of Allah(swt)" however they fail to realize that we dont know a fraction of what we are. Only The Creator does. He knows that we might do all the wrong things. These wrong things can lead us right to the footsteps of Hell. Hence Allah(swt) in His Divine Wisdom is protecting us but we in our non-existant wisdom fail to understand. 
 

3. We should pray to Allah(swt) while having faith in Him and with humility. We should express our need for Him. 

Call on your Lord with humility and in private: for Allah loveth not those who trespass beyondbounds.
Do no mischief on the earth, after it hath been set in order, but call on Him with fear and longing (in your hearts): for the Mercy of Allah is (always) near to those who do good. – [Quran 7:55-56] 

Many a times we quickly say our Salah and hurriedly go through the duas taking it for granted that because we have offered the Salah, our prayers will be answered. This is not the way to make dua. We must be sincere to Allah(swt) 
 

4. This is one of the most important factors which we have to keep in mind. Though we spend time weeping for what we desire, as soon as we leave the masjid or our praying mats we continue with that which is haram. We will indulge in all kinds of things that are forbidden by Allah(swt) yet we expect Him to do as we have desired. Why is it that while we refuse to follow and obey the commandments of Allah(swt), we expect Him to do everything for us? We should always try to prove our worth. Ask yourself why Allah should help you? Have your proven your worth to Him? 

Suffiyan At-Thawri answered the question "why does Allah(swt) not answer my prayer?" very appropriately. He listed 10 points which I will list below:  
 
1- You know Allah(swt) YET you disobey Him. 
2- You recite the Quran YET you dont act according to it. 
3- You know shaitan YET you have agreed with him. 
4- You proclaim your love of the messenger(saw) of Allah(swt) YET you abandon his Sunnah. 
5- You proclain your love for Paradise YET you do not act to gain it. 
6- You proclaim your fear of the Fire YET you do not prevent yourselves from sins. 
7- You say indeed death is true YET you have not done anything to prepare for it. 
8- You point out the faults of others YET you do not look at your own faults.  
9- You eat of that which Allah(swt) has provided for you YET you do not thank Him(swt). 
10- You bury your dead YET you do not take a lesson from it. 

How many of these 10 points hold to be true with us? If one would assess themselves honestly, the results will be surprising. 
 

5. Allah(swt) tests His creation in many ways. Many a times our prayers are not answered as swiftly as we desire because Allah(swt) wants to test our patience. Truly the following verses in the Quran correctly describe the nature of man: 

Now, as for man, when his Lord trieth him, giving him honour and gifts, then saith he, (puffed up), "My Lord hath honoured me."
But when He trieth him, restricting his subsistence for him, then saith he (in despair), "My Lord hath humiliated me!" – [Quran 89:15-16] 

And again it is said: 

There are among men some who serve Allah, as it were, on the verge: if good befalls them, they are, therewith, well content; but if a trial comes to them, they turn on their faces: they lose both this world and the Hereafter: that is loss for all to see! – [Quran 22:11] 
 

To conclude, we must be sure that what we wish for is halal and not haram. We must have faith in Allah(swt) and know that He will fulfill that which is good for us. Our intentions should be pure and the dua should be made with humility. It is important for us to refrain from that which is haram and follow the commands of Allah(swt) as strictly as we can. Losing faith in Allah(swt) is harmful only for us for He needs not that we have faith in Him. Prayers that are unanswered in this world are deferred to be rewarded for in the Hereafter. Most importantly, we must recognize that Allah(swt) tests us and thus should practice patience during such times. 

-Ebrahim Saifuddin