14 “Lead me, O Lord, in Your way, and I will walk in Your truth”. Your way, Your truth, Your life, is Christ. Therefore belongs the Body to Him, and the Body is of Him. I am the Way, and the Truth, and the Life. “Lead me, O Lord, in Your way.” In what way? “And I will walk in Your truth.” It is one thing to lead to the way, another to guide in the way. Behold man everywhere poor, everywhere in need of help. Those who are beside the way are not Christians, or not yet Catholics: let them be guided to the way: but when they have been brought to the way and made Catholics in Christ, they must be guided by Him in the way itself, lest they fall. Now assuredly they walk in the way.
“Lead me, O Lord, in Your way:” surely I am now in Your way, lead me there. “And I will walk in Your truth:” while You lead I shall not err: if Thou let me go, I shall err. Pray then that He let you not go, but lead you even to the end. How does He lead you? By always admonishing, always giving you His hand. And the arm of the Lord, to whom is it revealed? For in giving His Christ He gives His hand: in giving His hand, He gives His Christ. He leads to the way, in leading to His Christ: He leads in the way, by leading in His Christ, and Christ is truth.
“Lead me,” therefore, “O Lord, in Your way, and I will walk in Your truth:” in Him verily who said, “I am the Way, and the Truth, and the Life.” For Thou who leadest in the way and the truth, whither leadest Thou, but unto life? In Him then, unto Him You lead.
Source: The Enarrations, or Expositions, on the Psalms (New Advent)