Psalms 40:8 - Matthew Poole's English Annotations on the Holy Bible

I delight to do thy will. This, though in a general sense it may be true of David and of all God's people, yet if it be compared with the foregoing verse, and with the explication thereof in the New Testament, (in which those mysteries which were darkly and doubtfully expressed in the Old Testament are fully and clearly revealed,) must be appropriated to Christ, of whom it is eminently true, and is here observed as an act of heroical obedience, that he not only resolved to do, but delighted in doing, the will of God, or what God had commanded him and he had promised to do, which was to die, and that a most shameful, and painful, and cursed death. See Luke 12:50 1 Thessalonians 10:18 Hebrews 10:9,10. Thy law is within my heart, i.e. I do not only hear and understand it, but I receive it with heartiest love and affection, delighting both to meditate of it, and to yield obedience to it.