That is Paul's command in Philippians 4:4. He can say to rejoice always because our rejoicing is in the Lord, who never changes. If we rejoice in circumstance, tomorrow, circumstance may change, and then where will our rejoicing be?
There is an overflow from being one who rejoices. It will show in our conduct and our relationships.
D.A. Carson in his book Basics for Believers says this:
God well knows that a believer who conscientiously obeys this command cannot be a backbiter or a gossip. Such a believer cannot be spiritually proud or filled with conceit, cannot be stingy or prayerless, cannot be a chronic complainer or perpetually bitter. The cure for a crushed and bitter spirit is to see Christ Jesus the Lord and then to rejoice in him. Lurking and nourished sins are always a sign that our vision of Jesus is dim and that our joy in him has evaporated with the morning dew. By contrast, the believer who practices rejoicing in the Lord will increasingly discover balm in the midst of heartache, rest in the midst of exhausting tension, love in the midst of loneliness, and the presence of God in control of excruciating circumstances. Such a believer never gives up the Christian walk. Resolve always to rejoice in the Lord.
This is such a crucial truth, and we're slow to learn it. Even in Christian circles, we look for the quick fix, the bail out, the "thing" that will make us feel better. We may think we're rejoicing in the Lord, but it could very well be in the situation, not in His person, in what He gives us daily. This is something I'm learning more every day; to rejoice in Him, and Him alone.