Matthew
King James Version (KJV)

“And, behold, a woman of Canaan came out of the same coasts, and cried unto him, saying, Have mercy on me, O Lord, thou Son of David; my daughter is grievously vexed with a devil.”
King James Version (KJV)
15:22 A woman of Canaan - Canaan was also called Syrophenicia, as lying between Syria properly so called, and Phenicia, by the sea side. Cried to him - From afar, Thou Son of David - So she had some knowledge of the promised Messiah.
Mt 15:22 Behold, a woman of Canaan. The name Canaan was the oldest bestowed upon the country, and all the heathen inhabitants were often called Canaanites, whether of the same stock or not. Mark says that the woman was a Greek, a Syro-Phoenician (Mr 7:26); i.e., a Gentile, and a Syro-Phoenician, because she lived in the district of Syria called Phoenicia. Have mercy on me. She has a boon to ask for her daughter, or rather indeed for herself, for so entirely had she made her daughter's misery her own. O Lord, [thou] son of David. It is remarkable that two of the brightest examples of faith seen in the ministry of Christ were exhibited by Gentiles, that of the centurion (Mt 8:8-10), and of this woman. The fact that the latter addresses Jesus as "the son of David", shows that she knew of the prophecies concerning the Christ and that he would be the son of David. My daughter is grievously afflicted with a devil. More correctly, "a demon". See PNT "Mt 8:29".