Crying out to God

Psalm 6 we read about David's heart and how he cried out to God as he was suffering. But not only was he suffering, he was in distress about his relationship with God and the enemy having victory over God's people. Yet he knew that if he would cry out to God, God would hear him. Do we cry out to God so that we can be closer to him? Do we cry out to God in order that his work will be done on this earth?