Adam Clarke on 2 Samuel 23:15

The water of the well of Bethlehem - This was David's city, and he knew the excellence of the water which was there; and being near the place, and parched with thirst, it was natural for him to wish for a draught of water out of that well. These three heroes having heard it, though they received no command from David, broke through a company of the Philistines, and brought away some of the water. When brought to David he refused to drink it: for as the men got it at the hazard of their lives, he considered it as their blood, and gave thereby a noble instance of self-denial. There is no evidence that David had requested them to bring it; they had gone for it of their own accord, and without the knowledge of David.