Albert Barnes Commentary Luke 24:44

"And he said unto them, These are my words which I spake unto you, while I was yet with you, that all things must needs be fulfilled, which are written in the law of Moses, and the prophets, and the psalms, concerning me." — Luke 24:44 (ASV)

These are the words. Or this is the fulfillment of what I previously told you concerning my death. See Luke 18:33; Mark 10:33.

While I was still with you. Before my death. While I was with you as a teacher and guide.

In the law of Moses. The five books of Moses—Genesis, Exodus, Leviticus, Numbers, Deuteronomy. Among the Jews this was the first division of the Old Testament and was called the Law.

The prophets. This was the second and largest part of the Hebrew Scriptures. It comprehended the books of Joshua, Judges, First Samuel, Second Samuel, First Kings, and Second Kings, which were called the former prophets; and Isaiah, Jeremiah, Ezekiel, and the twelve smaller books from Daniel to Malachi, which were called the latter prophets.

The psalms. The word used here probably means what was comprehended under the name of Hagiographa, or holy writings. This consisted of the Psalms, Proverbs, Job, Song of Solomon, Ruth, Lamentations, Ecclesiastes, Esther, Daniel, Ezra, Nehemiah, and the two books of Chronicles.

This division of the Old Testament was in use long before the time of Christ, and was what he referred to here. He meant to say that in each of these divisions of the Old Testament there were prophecies concerning himself. The particular subject before them was his resurrection from the dead. A most striking prediction of this is contained in Psalm 16:9-11. Compare this with Acts 2:24-32; Acts 13:35–37.

"In the prophets" (Luke 24:27); "in the Psalms" (Psalms 22:1).