John Gill Commentary Psalms 130:1

"Out of the depths have I cried unto thee, O Jehovah." — Psalms 130:1 (ASV)

Out of the depths have I cried to you, O Lord .
] Out of deep waters, out of the depths of the sea; not literally, as Jonah, who really was there, and from there cried to the Lord, (Jonah 2:2–6) ; but figuratively; meaning that he had been in the depths of sin, or brought into a low estate by it, as all men are:

They are brought into debt by it, and so to a prison, the prison of the law, to be under its sentence of curse and condemnation; to a ditch, a horrible pit, a pit wherein is no water, and from where men cannot extricate themselves; to a dunghill, to the most extreme poverty and beggary; to a dungeon, a state of thraldom, bondage, and captivity; into an hopeless and helpless condition.

The depths the psalmist was now in were a deep sense of sin, under which he lay, and which brought him low; as every man is low in his own eyes, when he has a thorough sense of sin; then he sees himself unworthy of any favour from God, deserving of his wrath and displeasure; as a polluted guilty creature, loathsome and abominable; as wretched and undone in himself; as the chief of sinners, more brutish than any man, and as a beast before the Lord: but then, though the psalmist was in the depths of distress for sin, yet not in the depths of despair; he cried to God, he hoped in him, and believed there was pardon with him:

or he might be in the depths of afflictions; which are sometimes, because of the greatness of them, compared to deep waters; to the deep waters of the sea, which threaten to overflow and overwhelm, but shall not; see (Psalms 42:7) (Psalms 69:1Psalms 69:2) (88:6) (Isaiah 43:2) ; and in such circumstances the psalmist cried to God for help and deliverance; not to man, whose help is vain; but to God, who is able to save, and is a present help in time of need.

Theodoret understands this of the psalmist's crying to God from the bottom of his heart, in the sincerity of his soul; and so his cry is opposed to feigned and hypocritical prayers.