John Gill Commentary Psalms 140:6

"I said unto Jehovah, Thou art my God: Give ear unto the voice of my supplications, O Jehovah." — Psalms 140:6 (ASV)

I said unto the Lord, you [are] my God
He said this to the Lord himself; claimed his covenant interest in him, and expressed it in the strength of faith: and this he did when in the midst of trouble and distress; in danger of falling into the hands of evil and violent men; they imagined mischief against him; were bent on his ruin, and laid nets, snares, gins, and traps for him; when he applied to his God, who only could deliver him; and being his covenant God, he had reason to believe he would; see (Psalms 31:14) ;

hear the voice of my supplications, O Lord ;
the requests he put up in an humble manner for deliverance and salvation; and which he expressed vocally, and entreated they might be heard and answered; and nothing could tend more to strengthen his faith in this than that it was his own God and Father he prayed unto; see (Psalms 28:2) ; Thus Christ, in the days of his flesh, offered up prayers and supplications with strong crying; and in the midst of his troubles, and surrounded with enemies, declared his faith in God as his God, (Hebrews 5:7) (Psalms 22:10Psalms 22:11) (Matthew 27:46) .