In the day that I was afraid, etc. In the Hebrew, the words run in the future tense, but they must be resolved into the praeterite. He acknowledges his weakness, in so far as he was sensible of fear, but denies having yielded to it. Dangers might distress him, but could not induce him to surrender his hope. He makes no pretensions to that lofty heroism which contemns danger, and yet while he allows that he felt fear, he declares his fixed resolution to persist in a confident expectation of the divine favor. The true proof of faith consists in this, that when we feel the solicitations of natural fear, we can resist them, and prevent them from obtaining an undue ascendancy. Fear and hope may seem opposite and incompatible affections, yet it is proved by observation, that the latter never comes into full sway unless there exists some measure of the former. In a tranquil state of the mind, there is no scope for the exercise of hope. At such times it lies dormant, and its power is only displayed to advantage when we see it elevating the soul under dejection, calming its agitations, or soothing its distractions. This was the manner in which it manifested itself in David, who feared, and yet trusted, was sensible of the greatness of his danger, and yet quieted his mind with the confident hope of the divine deliverance.

What time I am afraid - literally, "the day I am afraid." David did not hesitate to admit that there were times when he was afraid. He saw himself to be in danger, and he had apprehensions as to the result. There is a natural fear of danger and of death; a fear implanted in us:
(a) to make us cautious, and
(b) to induce us to put our trust in God as a Preserver and Friend.
Our very nature - our physical constitution - is full of arrangements most skillfully adjusted, and most wisely planted there, to lead us to God as our Protector. Fear is one of these things, designed to make us feel that we "need" a God, and to lead us to him when we realize that we have no power to save ourselves from impending dangers.
I will trust in thee - As one that is able to save, and one that will order all things as they should be ordered. It is only this that can make the mind calm in the midst of danger:
(a) the feeling that God can protect us and save us from danger, and that he "will" protect us if he sees fit;
(b) the feeling that whatever may be the result, whether life or death, it will be such as God sees to be best - if "life," that we may be useful, and glorify his name yet upon the earth; if "death," that it will occur not because he had not "power" to interpose and save, but because there were good and sufficient reasons why he should "not" put forth his power on that occasion and rescue us.
Of this we may be, however, assured, that God has "power" to deliver us always, and that if not delivered from calamity it is not because he is inattentive, or has not power. And of this higher truth also we may be assured always, that he has power to save us from that which we have most occasion to fear - a dreadful hell. It is a good maxim with which to go into a world of danger; a good maxim to go to sea with; a good maxim in a storm; a good maxim when in danger on the land; a good maxim when we are sick; a good maxim when we think of death and the judgment - "What time I am afraid, I will trust in thee."

What time I am afraid,.... It was a time of fear with him now; he was afraid of Achish king of Gath, 1-Samuel 21:12; so believers have their times of fear; about their interest in the love, and grace, and covenant of God; about their sins and corruptions, and the prevalence of them, fearing they shall perish by them; and about their enemies, who are many, lively, and strong;
I will trust in thee; trust and confidence in the Lord is the best antidote against fears; who is unchangeable in his love, in whom is everlasting strength, and who is faithful and true to every word of promise; and therefore there is great reason to trust in him, and not be afraid.

in--or literally, "unto."
thee--to whom he turns in trouble.