John Gill Commentary Psalms 25:2

"O my God, in thee have I trusted, Let me not be put to shame; Let not mine enemies triumph over me." — Psalms 25:2 (ASV)

O my God, I trust in thee
He claims his interest in God, and expresses his faith and confidence in him, in the midst of all his troubles; (See Gill on Psalms 7:1);

let me not be ashamed ;
meaning of his trust in God, by being disappointed of the help, deliverance, and salvation from him, which he trusted in him for; and the believer, as he has no reason to be ashamed of God, the object of his trust; so neither of the act of his hope or trust in him; nor shall he; for hope makes not ashamed; see (Psalms 119:116) (Romans 5:5) ;

let not mine enemies triumph over me ;
either his temporal enemies, his subjects that were risen up against him; or his spiritual enemies, Satan, and the men of the world, who rejoice and triumph when the saints are forsaken by God; and they are ready to say, as David's enemies did of him, there is no help or salvation for him in God, (Psalms 3:2) ; and when they fall into their hands, or fall by them.