Then Jesus came with them to a place called Gethsemane, and said to the disciples, "Sit here while I go and pray over there."  

And He took with Him Peter and the two sons of Zebedee, and He began to be sorrowful and deeply distressed.  Then He said to them, "My soul is exceedingly sorrowful, even to death. Stay here and watch with Me." 

Mt 26:36-38  (NKJV)