When a Gentile army officer came to Jesus asking for him to heal his servant, Jesus responded that he would handle the matter when he got to that town. The army officer told Jesus he didn't need to be there personally, just give the word and the army officer knew it would happen. As basis for this confidence that Jesus’ mere word would be enough, the army officer reasoned that he also (the officer) is a man with authority and when he gives a command, he knows his subordinates will do what he wants without his having to be there and make sure it gets done.
When Jesus heard the officer’s conviction about Jesus’ ability and authority, he was so impressed he commented to everyone around that he had never seen this level of conviction even among those that should have had it, the nation of Israel. Why should Israel have had that confidence, both individually and as a group, a nation? It was due to the history of faithfulness that Jesus’ Father had unfailingly demonstrated in the past. Yet even those who felt Jesus was indeed the Messiah demonstrated failings in confidence. In contrast, the officer did not have all this history behind him. He may have heard from word of mouth about the actions of the God of Israel, but it was not his frame of reference.