Psalms 40:11

The psalmist, having meditated upon the work of redemption, and spoken of it in the person of the Messiah, now comes to make improvement of the doctrine of his mediation between us and God, and therefore speaks in his own person. Christ having done his Father's will, and finished his work, and given orders for the preaching of the gospel to every creature, we are encouraged to come boldly to the throne of grace, for mercy and grace. I. This may encourage us to pray for the mercy of God, and to put ourselves under the protection of that mercy, Psa 40:11. "Lord, thou hast not spared thy Son, nor withheld him; withhold not thou thy tender mercies then, which thou hast laid up for us in him; for wilt thou not with him also freely give us all things? Rom 8:32. Let thy lovingkindness and thy truth continually preserve me." The best saints are in continual danger, and see themselves undone if they be not continually preserved by the grace of God; and the everlasting lovingkindness and truth of God are what we have to depend upon for our preservation to the heavenly kingdom, Psa 61:7. II. This may encourage us in reference to the guilt of sin, that Jesus Christ has done that towards our discharge from it which sacrifice and offering could not do. See here, 1. The frightful sight he had of sin, Psa 40:12.

— Matthew Henry's Concise Commentary (public domain)

may be rendered as an assertion, that God will not withhold (Psa 16:1).

— Jamieson-Fausset-Brown Commentary (public domain)