O Jehovah, God of Hosts! hear my prayer. David, instead of acting like worldly men, who foolishly and unprofitably distress and torment themselves by inwardly cherishing their desires, very wisely directs his wishes and prayers to God. From this it is also evident, that he was not accustomed to indulge in ostentatious boasting, as is the case with many hypocrites, who present to outward appearance a wonderful ardor of zeal, while yet the omniscient eye of God sees nothing but coldness in their hearts. In the first place, he supplicates in general, that God would vouchsafe to hear him. He next anticipates a temptation which might very readily arise from his being at present apparently cut off from the Church, and wards it off, by associating and ranking himself with all true believers, under the protection of God. Had he not been a member of the Church, he could not have said generally, and as it were in the person of all its members, Our shield. Having made this statement, he uses language still more expressive of high privilege, adducing the royal anointing with which God had honored him by the hand of Samuel, 1 Samuel 16:12. These words, Look upon the face of thy anointed, are very emphatic, and yet many interpreters pass over them very frigidly. He encourages himself in the hope of obtaining the favor of God, from the consideration that he had been anointed king in compliance with a divine command. Knowing, however, that his kingdom was merely a shadow and type of something more illustrious, there is no doubt, that in uttering these words, the object which he aspired after was, to obtain the divine favor through the intervention of the Mediator of whom he was a type. I am personally unworthy, as if he had said, that thou shouldest restore me, but the anointing by which thou hast made me a type of the only Redeemer will secure this blessing for me. We are thus taught, that the only way in which God becomes reconciled to us is through the mediation of Christ, whose presence scatters and dissipates all the dark clouds of our sins.

O Lord God of hosts - See the notes at Psalm 84:1. God is appealed to here as a God of power; as a God who is able to accomplish all his purposes, and to impart every needed blessing.
Hear my prayer - A prayer of the psalmist that he might also have a place among the servants of God in their worship, Psalm 84:2. To this earnestness of prayer he is excited by the view which he had of the blessedness of those who went with songs up to Zion. His soul longs to be among them; from the sight of them his prayer is the more fervent that he may partake of their blessedness and joy.
Give ear, O God of Jacob - With whom Jacob wrestled in prayer, and prevailed. Genesis 32:24-30. On the phrase, "give ear," see the notes at Psalm 5:1.

Hear my prayer - Let us be restored to thy sanctuary, and to thy worship.

O Lord God of hosts, hear my prayer,.... the redemption of the captives, says Kimchi; for the building of the house, the temple, according to Jarchi; but rather for the courts of God, an opportunity of attending them, and for the presence of God in them; see Psalm 84:2 in which he might hope to succeed, from the consideration of the Lord's being the God of hosts, or armies, in heaven and in earth; and so was able to do everything for him, and more for him than he could ask or think; his arm was not shortened, nor his ear heavy, Isaiah 59:1, and as this character is expressive of his power, the following is of his grace:
give ear, O God of Jacob; he being the covenant God of the people of Israel in general, and of David in particular; from whence he might comfortably conclude he would give ear to him, and it carries in it an argument why he should.
Selah. See Gill on Psalm 3:2.

In all our addresses to God, we must desire that he would look on Christ, his Anointed One, and accept us for his sake: we must look to Him with faith, and then God will with favour look upon the face of the Anointed: we, without him, dare not show our faces. The psalmist pleads love to God's ordinances. Let us account one day in God's courts better than a thousand spent elsewhere; and deem the meanest place in his service preferable to the highest earthly preferment. We are here in darkness, but if God be our God, he will be to us a Sun, to enlighten and enliven us, to guide and direct us. We are here in danger, but he will be to us a Shield, to secure us from the fiery darts that fly thick about us. Through he has not promised to give riches and dignities, he has promised to give grace and glory to all that seek them in his appointed way. And what is grace, but heaven begun below, in the knowledge, love, and service of God? What is glory, but the completion of this happiness, in being made like to him, and in fully enjoying him for ever? Let it be our care to walk uprightly, and then let us trust God to give us every thing that is good for us. If we cannot go to the house of the Lord, we may go by faith to the Lord of the house; in him we shall be happy, and may be easy. That man is really happy, whatever his outward circumstances may be, who trusts in the Lord of hosts, the God of Jacob.