1 This Psalm is that from which the Devil dared to tempt our Lord Jesus Christ: let us therefore attend to it, that thus armed, we may be enabled to resist the tempter, not presuming in ourselves, but in Him who before us was tempted, that we might not be overcome when tempted. Temptation to Him was not necessary: the temptation of Christ is our learning, but if we listen to His answers to the devil, in order that, when ourselves are tempted, we may answer in like manner, we are then entering through the gate, as you have heard it read in the Gospel.
For what is to enter by the gate? To enter by Christ, who Himself said, “I am the door:” and to enter through Christ, is to imitate His ways....He urges us to imitate Him in those works which He could not have done had He not been made Man; for how could He endure sufferings, unless He had become a Man? How could He otherwise have died, been crucified, been humbled? Thus then do thou, when you suffer the troubles of this world, which the devil, openly by men, or secretly, as in Job's case, inflicts; be courageous, be of long suffering; “you shall dwell under the defence of the Most High,” as this Psalm expresses it: for if you depart from the help of the Most High, without strength to aid yourself, you will fall.
Source: The Enarrations, or Expositions, on the Psalms (New Advent)