These psalms, like Psalms 9 and 10, form a unit with a lament and a bittersweet refrain of hope (Psalm 42:5, 11; 43:5). Many Hebrew manuscripts combine these two psalms into one.
The historical context is unclear; these psalms might represent God's people in exile, expressing loyalty to God while he punishes them for their ongoing disobedience.
The psalmist longs for the fellowship with God he had in Jerusalem (Psalm 42:4); his memories only deepen his discouragement. As the psalmist cries out to God, he remembers God's love and faithfulness (Psalm 42:8), which leads him to ask for vindication (43:1–4).