Psalm 31:17 Let me not be ashamed, O Lord, for I have called upon thee: let the wicked be ashamed, and let them be silent in the grave.
In v. 16, David prays for God’s presence (face) to shine and for Him to save him because of His mercy. He called upon the Lord in the presence of his enemies and trusted the Lord not to let him down, that is, not to be ashamed or disappointed for placing his trust in God. He believed God would hear him and save him, for the sake of His mercy.
Jesus is the mercy of God manifested to us, and so we pray and believe in Jesus’ name, or for His sake. He is mercy, and we know it because of the Gospel. Therefore, we may call upon Him in the sure confidence that He will hear and answer our need. We can have the faith and assurance that we will not be disappointed, being afraid that prayer will not work. When we know that Jesus died and rose for us, we can know that we can call upon the Lord and not be ashamed.