No, it is not wrong to pray to Jesus Christ. God is our loving Father, but we should not neglect His beloved Son, Jesus Christ. We can see from Scripture that Jesus Christ is worthy of receiving our prayer. We understand that Jesus Christ was the God of the Old Testament (1 Corinthians 10:1–4). He was with God the Father from the beginning (John 1:1–4). The Word, who was with God at the beginning, became flesh (John 1:14–15).
Scripture gives us the example of the deacon Stephen—the first recorded martyr of the Apostolic Church. "And they stoned Stephen as he was calling on God and saying, ‘Lord Jesus, receive my spirit’" (Acts 7:59). Even at the very end of his life, while he was being murdered for his bold preaching, Stephen called out not to God the Father but to Jesus Christ, his Savior. Stephen knew that he had a profound relationship with both God the Father and with Jesus Christ. Jesus accepted worship, the reverence of others, towards Him. When He appeared to His disciples after His resurrection, "…they came and held Him by the feet and worshiped Him" (Matthew 28:9).
Yet we must not neglect God the Father, directing the majority of our prayers to Him. Jesus Christ stated that He and the Father are one in thought, attitude and purpose (John 10:22–39; John 17:20–23). Since His resurrection, the glorified Jesus Christ sits at the right hand of God the Father (Hebrews 10:12; 1 Peter 3:21–22).
Jesus Christ is God, as God the Father is God. And we can understand that without Jesus Christ’s sacrifice, the veil between humans and God the Father would not have been lifted (2 Corinthians 3:14). If we do not pray to the Father, we are minimizing this great gift that was given to us by Jesus Christ, who taught us to pray to the Father, who He acknowledged was greater than He Himself (Matthew 6:9; John 14:28). We must not ignore His instruction to honor our loving Father.
Yet even when we pray to God the Father, we do so by the authority of His beloved Son, Jesus Christ. "And whatever you do in word or deed, do all in the name of the Lord Jesus, giving thanks to God the Father through Him" (Colossians 3:17).
The Apostle Paul also wrote of his hope that Christians’ "…hearts may be encouraged, being knit together in love, and attaining to all riches of the full assurance of understanding, to the knowledge of the mystery of God, both of the Father and of Christ, in whom are hidden all the treasures of wisdom and knowledge" (Colossians 2:2–3). Our Savior not only taught us to pray to God the Father, but He made those prayers possible. Nevertheless, God the Father does not want us to avoid a loving, personal relationship with His beloved Son. (Matthew 17:5)
Scripture shows us that God the Father is the foremost member of the God Family, as Jesus Himself acknowledged. Before Christ’s sacrifice, a veil separated humanity from God the Father, and it was Jesus Christ’s sacrifice that removed the veil. We can see that, as Jesus Christ taught, God the Father should be the primary recipient of our thanks, praise and petitions in prayer. Yet we also see that these prayers go to God the Father in the name of our Savior, Jesus Christ, with whom we should have an intimate and personal relationship. As part of that relationship, we may certainly follow the Biblical example of Stephen and direct some of our prayers to the beloved Son of God the Father, Jesus Christ.