Adam Clarke on Psalms 31:21

In a strong city - If this Psalm was written by David, this must refer to his taking refuge with achish, king of Gath, who gave him Ziklag, a fortified city, to secure himself and followers in. See 1Sam 27:6. This is more likely than that it was Keilah, where he only had intimation of the traitorous design of the inhabitants to deliver him up to Saul; so that the place was no refuge to him, howsoever fortified. Perhaps the passage may mean that, under the protection of God, he was as safe as if he had been in a fortified city.