Albert Barnes Commentary Psalms 22:5

"They cried unto thee, and were delivered: They trusted in thee, and were not put to shame." — Psalms 22:5 (ASV)

They cried to you - They offered earnest prayer and supplication.

And were delivered - From dangers and trials.

They trusted in you, and were not confounded - They were not disappointed. Literally, “they were not ashamed.” This means they did not experience the confusion that those who are disappointed feel.

The idea in the word is that when people put their trust in anything and are disappointed, they are conscious of a type of “shame,” as if they had been foolish in relying on what proved to be insufficient to help them. It is as if they had shown a lack of wisdom by not being more cautious, or by supposing they could derive help from what has proved to be fallacious.

So, in Jeremiah 14:3, “Their nobles have sent their little ones to the waters; they came to the pits, and found no water; they returned with their vessels empty; “they were ashamed and confounded,” and covered their heads.” That is, they felt as if they had acted “foolishly” or “unwisely” in expecting to find water there. Compare the notes at Job 6:20.

In the expression here, “they trusted in you, and were not confounded,” it is meant that those who confide in God are never disappointed, or never have occasion for shame as if by doing so they had acted foolishly. They are never left to feel that they had put their trust where no help was to be found, that they had confided in one who had deceived them, or that they had reason to be ashamed of their act as an act of foolishness.