Jesus came to His own people but they did not receive Him. Although this caused Him great agony of soul, He pressed close to His Father, sometimes praying all night long.
Reference: E.G. White, "The Upward Look," p. 80

Full text of the devotional: “Prayer—The Secret of Power,” March 7

And it came to pass in those days, that he went out into a mountain to pray, and continued all night in prayer to God. Luke 6:12.

In Luke we read of Christ, “It came to pass in those days, that he went out into a mountain to pray, and continued all night in prayer to God” (chap. 6:12). Men of the world often spend whole nights planning, in order to secure success; and Jesus spent many nights in prayer. He was alone with His Father, earnestly seeking the Lord with strong crying and tears. He seemed to be in an agony of distress. Why was this? He had come to His vineyard to claim His own, but He was rejected, abused. They [His enemies] were then laying plans to crucify Him. He was more and more... beset by satanic agencies. The resistance shown by the priests and rulers to His work corresponded to the convincing evidences of His divinity. They were jealous of Him because He possessed a power that drew the people to Him. His tongue was like the pen of a ready writer. He was the very treasure house of knowledge, and His parables and illustrations made the truth plain to the unlearned. Under His teaching those who could not learn the truth from books could learn it from nature.

But those who had been entrusted with the oracles of God, that they might be faithful expositors of the Scriptures, rejected and denied the Teacher sent from heaven. Christ saw that their spirit and principles were entirely contrary to the Scriptures. He saw that the Word of God was misinterpreted and misapplied. He saw how difficult it would be to instruct the people to read the Scriptures correctly, when their teachers read them in the light of their perverted judgment. What could He do to soften and subdue their hearts? This was the burden of His prayer.

The Jewish people might have repented, if they would, but they were clothed with the garments of their own self-righteousness. They claimed to be the descendants of Abraham, and looked upon every promise made to Israel as theirs. But the Israel of God are those who are converted, not those who are the lineal descendants of Abraham. “What advantage then hath the Jew? or what profit is there of circumcision? Much every way: chiefly, because that unto them were committed the oracles of God” (Romans 3:1, 2). “For he is not a Jew, which is one outwardly; neither is that circumcision, which is outward in the flesh: but he is a Jew, which is one inwardly; and circumcision is that of the heart, in the spirit, and not in the letter; whose praise is not of men, but of God” (chap. 2:28, 29).— Manuscript 31a, March 7, 1898, “His Own Received Him Not.”