Psalm 44 begins with the psalmist recounting God’s faithfulness with Israel in the past (vv.1-8). But then the psalmist points out that God has allowed his people to be thrown into exile and judgment (vv.9-16). This makes the psalmist wonder how they could be suffering, if they have remained so faithful to God (v.17-21). It is in this context that the psalmist writes, “But for Your sake we are killed all day long; we are considered as sheep to be slaughtered” (v.22). It ends with a plea to God to rescue them from their enemies.
Paul seems to quote this passage to relate the persecution of believers to the promises of God. Often times when we suffer, we are suffering for Christ. We might think we’re suffering for something we did wrong, but in fact, we’re suffering for something we’re doing right. The psalmist was wondering why he was suffering—even though he was following the covenant. Similarly, believers might wonder why they’re being persecuted for following Christ. In both cases, we need to cling to the promises of God.