There are several causes of Daniel's mourning.
1. Because the Jews had liberty to go out of captivity, yet many of them staid still in Babylon.
2. Because when they were building the temple, walls, and city they were greatly hindered and molested, Ezra 4:4.
3. Because he foresaw the many calamities of the Jews that would befall them for their sins, especially in destroying the Messiah, and rejecting his gospel. Three full weeks; he fasted and mourned all that time, both to declare his deep sense of those calamities ensuing, and to be in a better posture to receive Divine impressions, which usually God reveals to humble souls.