John Gill Bible Commentary

Also when I cry and shout,.... Cry, because of the distress of the enemy within; "shout", or cry aloud for help from others without; as persons in a prison do, to make them hear and pity their case: thus the prophet in his affliction cried aloud to God; was fervent, earnest, and importunate in prayer; and yet not heard: he shutteth out my prayer; shuts the door, that it may not enter; as the door is sometimes shut upon beggars, that their cry may not be heard. The Targum is, "the house of my prayer is shut.'' Jarchi interprets it of the windows of the firmament being shut, so that his prayer could not pass through, or be heard; see Lam 3:44. The phrase designs God's disregard, or seeming disregard, of the prayer of the prophet, or of the people; and his shutting his ears against it. Of this, as the Messiah's case, see Psa 22:2.