Eloi is the Aramaic form of 'my God' — the cry of Jesus from the cross in Mark 15:34 (the Matthean parallel uses eli). This is one of the few Aramaic phrases preserved in the Greek NT, transliterated directly from the original language Jesus spoke. It comes from Psalm 22:1: 'My God, my God, why have you forsaken me?'
The preservation of Jesus's actual Aramaic words — Eloi, Eloi, lema sabachthani — signals that the Gospel writers regarded this moment as too sacred to translate. Jesus's cry is simultaneously a cry of desolation and an act of worship: He prays Psalm 22, which opens in darkness ('my God, why have you forsaken me?') but ends in vindication and global praise (Psalm 22:27-31). By quoting this psalm from the cross, Jesus identifies Himself with the suffering righteous one of Israel and anticipates resurrection triumph. The bystanders' confusion ('He's calling Elijah' — a mishearing of Eloi/Eli) adds a tragic irony: in His darkest hour, the Son of God is misunderstood even in His prayer.