I have great sorrow — A high degree of spiritual sorrow and of spiritual Joy may consist together, Romans 8:39. By declaring his sorrow for the unbelieving Jews, who excluded themselves from all the blessings he had enumerated, he shows that what he was now about to speak, he did not speak from any prejudice to them.
Related Commentaries of Romans 9:2
Romans 9:2
2 That I have great heaviness and continual sorrow in my heart.