No other book in the Old Testament has more references to Jesus than the Psalter, not even the great prophet Isaiah.
Perhaps the most well known reference would be from the 23rd Psalm, “The Lord is my Shepherd I shall not want.” One of the most beloved images Christians have of Jesus is as a Shepherd caring for his sheep. John 10 is the great Good Shepherd chapter of the bible where Jesus says, “I am the Good Shepherd and the Good Shepherd lays down his life for the sheep.” (v.15) and “My sheep hear my voice, I know them and they follow me. I give them eternal life and they will never perish. No one will snatch them out of my hand.” (27-28)
Psalm 22 contains numerous references to things that happened to Jesus when he died on the cross.
Verse 1 contains one of the seven statements Jesus spoke: “My God, my God, why have your forsaken me?
Verses 7 & 8 describe the scene at Jesus’ crucifixion where his enemies, not content with their success in pressuring Pontius Pilate to have Jesus crucified, now felt the need to ridicule Jesus. “All who see me mock me; they make mouths at me; they wag their heads; ‘He trusts in the LORD; let him deliver him; let him rescue him, for he delights in him!'” (Matthew 27:39-44)
Verse 16 says “They have pierced my hands and feet.”
Verse 18 mentions what the soldiers who crucified Jesus did with his clothing: “They divide my garments among them and for my clothing they cast lots.”
Then there is Psalm 118:22, a verse that Jesus applies directly to himself in Matthew 21:42: “The stone that the builders rejected has become the cornerstone; this was the Lord’s doing, and it is marvelous in our eyes.” This pretty much summarizes Jesus’ entire life and ministry in a few, brief words.
In Psalm 110:1 there is a reference to Jesus’ ascension into heaven to sit at the right hand of God the Father almighty. “The LORD says to my Lord: ‘Sit at my right hand, until I make your enemies your footstool.'”
This is just a sampling of the many passages in the Psalter that refer directly to Jesus. And since they were written many centuries before Jesus was born they are also prophetic and remind us of the complete unity of Scripture.