Question: "Why did Jesus say, "My God, my God, why have you forsaken me?""
Answer: “And about the ninth hour Jesus cried with a loud voice, saying, Eli, Eli, lama sabachthani? that is to say, My God, my God, why hast thou forsaken me?” (Matthew 27:46). This cry is a fulfillment of Psalm 22:1, one of many parallels between that psalm and the specific events of the crucifixion. It has been difficult to understand in what sense Jesus was “forsaken” by God. It is certain that God approved His work. It is certain that He was innocent. He had done nothing to forfeit the favor of God. As His own Son - holy, harmless, undefiled, and obedient - God still loved Him. In none of these senses could God have forsaken Him.
However, Isaiah tells us that “he bore our griefs and carried our sorrows; that he was wounded for our transgressions, and bruised for our iniquities; that the chastisement of our peace was laid upon him; that by his stripes we are healed” (Isaiah 53:4-5). He redeemed us from the curse of the law, being made a curse for us (Galatians 3:13). He was made a sin-offering, and He died in our place, on our account, that He might bring us near to God. It was this, doubtless, which caused His intense sufferings. It was the manifestation of God’s hatred of sin, in some way which He has not explained, that Jesus experienced in that terrible hour. It was suffering endured by Him that was due to us, and suffering by which, and by which alone, we can be saved from eternal death.
In those awful moments, Jesus was expressing His feelings of abandonment as God placed the sins of the world on Him – and because of that had to “turn away” from Jesus. As Jesus was feeling that weight of sin, He was experiencing separation from God for the only time in all of eternity. It was at this time that 2 Corinthians 5:21 occurred, “God made Him who had no sin to be sin for us, so that in Him we might become the righteousness of God.” Jesus became sin for us, so He felt the loneliness and abandonment that sin always produces, except that in His case, it was not His sin – it was ours.