2 For there is written over it the title thereof, “A Psalm of David himself, when there came to him Nathan the prophet, when he went in unto Bersabee.” Bersabee was a woman, wife of another. With grief indeed we speak, and with trembling; but yet God would not have to be hushed what He has willed to be written. I will say then not what I will, but what I am obliged; I will say not as one exhorting to imitation, but as one instructing you to fear. Captivated with this woman's beauty, the wife of another, the king and prophet David, from whose seed according to the flesh the Lord was to come, committed adultery with her. This thing in this Psalm is not read, but in the title thereof it appears; but in the book of Kings it is more fully read. Both Scriptures are canonical, to both without any doubt by Christians credit must be given. The sin was committed, and was written down. Moreover her husband in war he caused to be killed: and after this deed there was sent to him Nathan the prophet; sent by the Lord, to reprove him for so great an outrage.
Source: The Enarrations, or Expositions, on the Psalms (New Advent)