The captain of the guard said, The Lord thy God hath pronounced this evil, &c. Although each of the Gentile or heathen nations worshipped its peculiar god or gods, yet they did not reject or deny the gods of other nations; and therefore the captain of the guard speaks here to Jeremiah of Jehovah as his God, and the God of the Jews, and attributes all the calamities which had befallen this people to the indignation of this their God against them, because they had not obeyed and served him as they ought to have done. This seems a much more probable interpretation of Nebuzar-adan's words than to understand them as expressive of his faith in the living and true God, of whom it is likely he knew little or nothing. And now, behold, I loose thee this day, &c. This captain of the guard, like a faithful servant, remembers his princes's orders about the prophet, and offers to him greater favour than to any of the other prisoners. With respect to them, he uses the power which conquest had given him over them, and they must go whither the king of Babylon pleased to send them; but he gives Jeremiah liberty to choose whether he would go along with him to Babylon, or stay in his own country, assuring him that if he would go to Babylon he would take particular care of him.
Jeremiah 40:2-4
2 And the captain of the guard took Jeremiah, and said unto him, The LORD thy God hath pronounced this evil upon this place.
3 Now the LORD hath brought it, and done according as he hath said: because ye have sinned against the LORD, and have not obeyed his voice, therefore this thing is come upon you.
4 And now, behold, I loose thee this day from the chains which were upon thine hand. If it seem good unto thee to come with me into Babylon, come; and I will look well unto thee: but if it seem ill unto thee to come with me into Babylon, forbear: behold, all the land is before thee: whither it seemeth good and convenient for thee to go, thither go.