Tafsir of Al-Mu'minoon 23:39

(He said) i.e., their messenger, upon despairing of their faith after he had traversed every path in calling them, supplicating to Allah—Mighty and Majestic is He— (My Lord, support me against them) and take vengeance for me upon them (for what they have denied me).

(i.e., because of their denying me and their persistence in it, or it may be a substitute for "their denial." It is also permissible for "Ma" to be a relative pronoun, as previously mentioned in the story of Noah, peace be upon him.)