Yea, for thy sake are we killed all the day long - That is, we are continually or constantly subjected to these calamities. It is not a single defeat, but it is a continued slaughter. This verse contains, in the apprehension of the psalmist, the true cause of the calamities which had come upon the nation. The emphasis in the passage lies in the phrase “for thy sake.” The meaning is, It is on thy account; it is in thy cause; it is because we are thy friends, and because we worship thee. It is not on account of our national sins; it is not because there is any prevalent idolatry, but it is because we are the worshippers of the true God, and we are, therefore, martyrs. All these calamities have come upon us in consequence of our attachment to thee. There is no evidence that there was any self-glorying in this, or any intention to blame God as if he were unjust or severe, but it is the feeling of martyrs as suffering in the cause of religion. This passage is applied by the apostle Paul to Christians in his time, as fitly describing their sufferings, and the cause of the calamities which came upon them. See the notes at Romans 8:36.
We are counted as sheep for the slaughter - We are reckoned like sheep designed for the slaughter. That is, It is not because we are guilty, but we are regarded and treated as innocent sheep who are driven to be slaughtered. See the notes at Romans 8:36. Their attachment to the true religion - their devotion to Yahweh as the true God - was the secret cause of all the calamities which had come upon them. As a nation they were his friends, and as such they were opposed by the worshippers of other gods.