Set your affection on things above, not on things on the earth.
Paul commands us here to habituate ourselves to right affections, in the right order. Our old man (Col. 3:9), must be put off, because he is in the opposite habit of setting his affections on things below. The command to set our affections (or sometimes translated mind) on “things above” is not a command to think warm, fuzzy thoughts about sentimental notions of pearly gates. It is not a command to general affections, but precise affections.
We are to think upon, cherish, and value the exalted Christ, who is seated at the right hand of God (Col. 3:1), with all authority given to him (Mat. 28:18-20), and, by faith, we are resurrected in Him and seated with Him (Eph. 2:5-6 & Col. 3:1). Your affections, therefore, are to be firmly lodged in the person of Jesus, the King of the earth. This leaves no room for the rebellious and sinful philosophies of men (Col. 2:8); and this necessarily leads to mortifying the behaviors that are the result of earth-bound affections (Col. 3:5).
Notice that affections that are set on Christ the King, who is seated at God’s right hand, are set in contrast with behaviors that are obviously the result of the affections being directed at earthly sources of pleasure. The issue isn’t the affections, it is where those affections are placed. The problem isn’t your body’s desires, the problem is that you are enslaved to your body’s whims and not the Lord’s commands. One leads to sin, the other leads to enjoyment of God’s earthly gifts.
Finally, to hopefully–and helpfully–illustrate how to put this into practice: my wife and I pray before we go to sleep, and we ask the Lord to grant to us (whether waking or sleeping) minds set upon things above. We know that the time when you are drifting off to sleep is a fertile ground for the temptations of anxiety, worry, lust, fear, jealousy, etc. We also know the promise of Isaiah 26:3 “Thou wilt keep him in perfect peace, whose mind is stayed on thee: because he trusteth in thee.”
A mind set upon Christ the King, is a mind that has perfect peace, because all things are being subjected unto His dominion and Lordship (2 Cor. 10:5). So, practically, fill your daily routine with checkpoints that force you to remember that your loyalty is to Heaven’s King, not earth’s lusts.