The Hebrew Scriptures contain relatively few specific lexemes for the concept of despair. In this study I propose that the self-referential expression “woe is me/us” (אוי לי/לנו) provides an alternative pathway for understanding this concept. Building on a detailed analysis of the distribution and grammar of this expression, I analyze six “woes” from Jeremiah that together constitute half of all the self-referential occurrences of אוי (Jer 4:13, 31; 6:4; 10:19; 15:10; 45:3). My exegesis of this corpus focuses on aspects of discourse, communication, and sound, while integrating current insights about despair from the fields of psychology and philosophy. The study thus contributes to the renewed interest in psychological readings of the prophets, the understanding of the overlooked exclamatory particle אוי, and the research on Jeremiah’s polyphony and theology.