This is a verse that shows David’s trust in the Lord. Literally, David is saying: You are the covering of my head in battle.
That means that the Lord provides protection for the part that is most vulnerable, and that is vital when in battle—a person’s head. In the description in Ephesians 6:17 of the spiritual armour, the helmet is formed by God’s words (of salvation).
We can also say it in this way: In the battle of faith we must protect our head so that we can retain and use God’s Word. In this way, God himself is with us in battle. That is vital. Without his protection we are vulnerable, and we would surely perish.
7 O LORD, my Lord, the strength of my salvation, you have covered my head in the day of battle.