In the previous chapter, the Holy Spirit rested on Jesus, and the voice of God the Father declared that Jesus was His Son. After this, Jesus' life was tested. In this test, the Holy Spirit did not leave Jesus as a sign that He had left Him. Rather, it is the Spirit who, acting after Jesus' baptism by John the Baptist, will lead Him into the wilderness where He will be tempted. In other words, this trial was intended by God for Jesus to endure.
Jesus was not tempted to prove His worth to the Father since He had already received Divine approval. To demonstrate His victory over Satan, who is the enemy of everyone's soul, the Spirit led Jesus to be tempted by Satan. As a result of the temptations in the wilderness, Satan was to be shown to be a defeated enemy forever. As Jesus triumphed over the Devil's wiles, so can we. Through Christ, we are assured of victory because His victory is also our victory.
Because Christ was tempted in every way we are, but without sin, His wilderness experience prepared Him to be our sympathetic High Priest. As a representative of us, and on behalf of all who are in Christ Jesus, He was able to overcome the Devil and all His wicked practices.

Dear Heavenly Father, my sincere gratitude goes out to You for Christ's victory over Satan on my behalf. I pray that God will help me to walk in a newness of life with the power of the Spirit within me. Without You by my side, I can do nothing, but with Christ, I have the victory over Satan, sin, the world, and the flesh. I can do all things through Christ who strengthens me. 
In Jesus's name I pray. Amen.