Matthew 26:39

Then advancing a little further, he fell prostrate in prayer, and said, "O my father, if it be possible, let this cup pass from me: nevertheless not mine, but thy will be done."

Matthew 27:46

and about the ninth hour Jesus cried out with a loud voice, ELI, ELI, LAMA SABACHTHANI? that is to say, "my God! my God! why hast thou forsaken me?"

Treasury of Scripture Knowledge

Summary

O my God, my soul is cast down within me: therefore will I remember thee from the land of Jordan, and of the Hermonites, from the hill Mizar.

Bible References

My god

Matthew 26:39
Then advancing a little further, he fell prostrate in prayer, and said, "O my father, if it be possible, let this cup pass from me: nevertheless not mine, but thy will be done."
Matthew 27:46
and about the ninth hour Jesus cried out with a loud voice, ELI, ELI, LAMA SABACHTHANI? that is to say, "my God! my God! why hast thou forsaken me?"