John Gill Commentary Psalms 66:20

"Blessed be God, Who hath not turned away my prayer, Nor his lovingkindness from me." — Psalms 66:20 (ASV)

Blessed [be] God, which has not turned away my prayer
Has not been angry against it, shut it out, or covered himself with a cloud that it might not pass through, which sometimes saints have complained of, (Psalms 80:4) (Lamentations 3:8Lamentations 3:44) but graciously heard and received it.

nor his mercy from me
for that endures for ever, and is from everlasting to everlasting on them that fear the Lord, (Psalms 103:17) all which require thankfulness and praise, which is here given.