And about the ninth hour Jesus cried out with a loud voice, saying, “Eli, Eli, lema sabachthani?” that is, “My God, my God, why have you forsaken me?” (Matt 27:46)
During his trial and crucifixion, Jesus would have suffered terribly. It is understandable that under such circumstances someone would feel downcast to say the least. It is, therefore, conceivable that Jesus really felt that he had been deserted by God, that he had been abandoned to these sufferings. However, elsewhere we are told that “for the joy that was set before him endured the cross” (Heb 12:2), which implies that even in this darkest hour Jesus had his eyes fixed on the Kingdom.
The phrase Jesus uses is the first line of Psalm 22 and this psalm seems to predict many of the aspects of Jesus’ own crucifixion. It mentions he bones being out of joint (v14), his thrist (v15), the piercing of his hands and feet (v16), the mockers (v17), the dividing of his clothes (v18). But the end of the psalm looks forward the joys of the Kingdom (vv27-31). It is possible then that Jesus quoted this psalm intentionally so that those standing by would remember that psalm and could understand what this was all about.
All the ends of the earth shall remember and turn to the LORD, and all the families of the nations shall worship before you” (Psalm 22:27)