Charles Ellicott Commentary Jeremiah 39:4

"And it came to pass that, when Zedekiah the king of Judah and all the men of war saw them, then they fled, and went forth out of the city by night, by the way of the king`s garden, through the gate betwixt the two walls; and he went out toward the Arabah." — Jeremiah 39:4 (ASV)

When Zedekiah the king of Judah saw them ... —The hasty flight is narrated again in Jeremiah 52:7.

The gate between the two walls apparently opened from the park-like garden of the palace, near the pool of Siloah (Nehemiah 3:15). It was probably identical with the garden of Uzza, which was used as a burial place for Manasseh and Amon (2 Kings 21:18–26). This gate led to the Arabah, the plain (always known by this distinctive name) of the valley of the Jordan (Deuteronomy 1:1; Deuteronomy 3:17; Deuteronomy 4:49; Joshua 12:1, and elsewhere).

The “two walls” appear as part of the defence of the city in Isaiah 22:11 and connected Zion with the fortress known as Ophel (2 Chronicles 27:3; 2 Chronicles 33:14).