Tertullian

The phrase "Thy kingdom come" also refers to the same end as "Thy will be done," namely, [that God's kingdom may come] in ourselves. For, when does God not reign, "in whose hand is the heart of every king"? But, whatever we wish for ourselves, we direct our hope toward him, and we attribute to him what we expect from him.… This is the prayer of Christians; this shall bring shame to the heathens; this shall bring joy to the angels. It is for the coming of this kingdom that we are harassed now, or rather, it is for this coming that we pray.