What does Matthew 8:10 mean?

What an amazing statement: Jesus marveled. God is certainly never surprised, but Jesus was both fully God and fully man. He shared the human capacity to be amazed—to be emotionally impacted by what He saw and heard. In this case, Jesus is amazed by the rock-solid faith of the Roman centurion. The centurion had just expressed his understanding that Jesus had absolute authority over the natural world. He could simply speak a command and it would be carried out over any distance, including the command for a paralyzed man to be healed (Matthew 8:5–9).

Did this centurion understand that Jesus was, in fact, the Messiah long promised to Israel? We are not told so, but it is possible. He clearly put together the truth of Jesus' God-like authority based on what he had seen and heard of Jesus' miraculous healings. He had a need, and he believed Jesus could meet it. At the very least, the man was sincerely following what he saw to the logical conclusion.

Jesus turns to His followers, who were overwhelmingly Jewish, and says something that may have felt like a dagger in their hearts: that this Gentile was exhibiting more faith than anyone Jesus had interacted with in the nation of Israel. Christ will use this moment to show that the kingdom of heaven will include many people His followers may not expect; the kingdom will also exclude some of those they assume will be there.