Why did Jesus say "My God, why have you forsaken me?"

He was quoting a psalm

Matthew records Jesus crying "Eli, Eli, lema sabachthani?" in Aramaic, the first line of Psalm 22. In Jesus' day, quoting the opening of a psalm called the whole psalm to mind, much like naming a hymn by its first line.

The psalm describes the cross

Psalm 22 was written about a thousand years earlier, long before crucifixion existed, yet it reads like an eyewitness account. "They pierce my hands and my feet" (v. 16). "They divide my clothes among them and cast lots for my garment" (v. 18), which John 19:23-24 says the soldiers did. Mockers sneer "let the Lord rescue him" (v. 8), almost word for word what the crowd shouted in Matthew 27:43. And "my tongue sticks to the roof of my mouth" (v. 15) matches Jesus saying "I am thirsty."

The psalm ends in victory

Psalm 22 does not stay in despair. It turns to praise, says God "has not hidden his face from him but has listened to his cry for help," and ends with future generations being told "He has done it!" Many hear that last line echoed in Jesus' final words, "It is finished."

Was Jesus really abandoned?

Christians hold two things together. The cry was not an act: Jesus truly experienced the horror of bearing sin and separation. Yet the Father did not stop loving the Son. Jesus prayed this psalm as someone still trusting, still saying "my God." That is why it can become your prayer too when God feels far away.

About three in the afternoon Jesus cried out in a loud voice, “Eli, Eli, lema sabachthani?” (which means “My God, my God, why have you forsaken me?” )., Matthew 27:46

Dogs surround me, a pack of villains encircles me; they pierce my hands and my feet. All my bones are on display; people stare and gloat over me. They divide my clothes among them and cast lots for my garment., Psalm 22:16-18

For he has not despised or scorned the suffering of the afflicted one; he has not hidden his face from him but has listened to his cry for help., Psalm 22:24