Charles H. Spurgeon on Psalms 40:11

Withhold not thou thy tender mercies from me, O Lord. Alas! these were to be for awhile withheld from our Lord while on the accursed tree, but meanwhile in his great agony he seeks for gentle dealing; and the coming of the angel to strengthen him was a clear answer to his prayer. He had been blessed aforetime in the desert, and now at the entrance of the valley of the shadow of death, like a true, trustful, and experienced man, he utters a holy, plaintive desire for the tenderness of heaven. He had not withheld his testimony to God's truth, now in return he begs his Father not to withhold his compassion. This verse might more correctly be read as a declaration of his confidence that help would not be refused; but whether we view this utterance as the cry of prayer, or the avowal of faith, in either case it is instructive to us who take our suffering Lord for an example, and it proves to us how thoroughly he was made like unto his brethren. Let thy lovingkindness and thy truth continually preserve me. He had preached both of these, and now he asks for an experience of them, that he might be kept in the evil day and rescued from his enemies and his afflictions. Nothing endears our Lord to us more than to hear him thus pleading with strong crying and tears to him who was able to save. O Lord Jesus, in our nights of wrestling we will remember thee.