At the time of Jesus, Israel was under the control of the Roman Empire. Many Jews expected that, when the Messiah came, He would be a Warrior King (like Dave) who would set them free from their Roman oppressors.
Romans were the enemy.
So when a Roman centurion approaches Jesus, and pleads with Him, saying “My servant is paralysed, in terrible agony,” Jesus’ disciples were probably hoping Jesus would flip him off and say something like “Serves you right, Roman swine!”
But instead, Jesus offers to swing by the centurion’s house and heal the dude!
The centurion objects.
“Lord, I am not worthy to have You come under my roof,” he concedes. “But only say the word, and my servant will be cured.”
As you can imagine, Jesus is rarely surprised in the stories recorded in the Bible. In fact, Jesus is “amazed” exactly twice. In Mark 5, He is amazed at the lack of belief in his hometown in Israel. Isn't this God’s People? But here, when this Roman—this enemy and oppressor—shows such an incredible faith, this is what happens:
“Hearing this, Jesus was amazed and said to those following Him, ‘I assure you: I have not found anyone in Israel with so great a faith!’”
(And when the centurion gets home, his servant is indeed in good health.)
The fact that Jesus turned and said this directly to His followers always gives me a wry smile. I can just imagine the twelve disciples squirming as their Teacher and Lord essentially tells them “Hey, you could learn a thing or two about faith from this Roman soldier.”