Albert Barnes on Matthew 8:8

I am not worthy, etc. This was an expression of great humility. It refers doubtless to his view of his personal unworthiness, and not merely to the fact that he was a Gentile. It was the expression of a humble spirit; a conviction of the great dignity and power of the Saviour, and a belief that he was so unlike him, that he was not fit that the Son of God should come into his dwelling. So every truly penitent sinner feels--a feeling which is appropriate when he comes to Christ.

(w) "not worthy" Ps 10:17, Lk 15:19,21 (x) "the word only" Ps 33:9, 107:20