There were many places Jesus went, where the Bible says He COULDN'T perform any mighty works because of their unbelief... "And he could there do no mighty work, save that he laid his hands upon a few sick folk, and healed them. And he marvelled because of their unbelief. And he went round about the villages, teaching" (Mark 6:5,6). No wonder Jesus was so grieved and sad; He wanted to heal the sick and help others, but oftentimes couldn't because of their unbelief.
In Luke 8:52, 53 we read that the crowd laughed Jesus to scorn when He said He could raise the dead... "And all wept, and bewailed her: but he said, Weep not; she is not dead, but sleepeth. And they laughed him to scorn, knowing that she was dead."
When Lazarus died, the Jews had no faith and it grieved Jesus' heart. Instead of having faith that He could raise the dead, they criticized Jesus for allowing Lazarus to die in the first place...
"When Jesus therefore saw her weeping, and the Jews also weeping which came with her, he groaned in the spirit, and was troubled, And said, Where have ye laid him? They said unto him, Lord, come and see. Jesus wept. Then said the Jews, Behold how he loved him! And some of them said, Could not this man, which opened the eyes of the blind, have caused that even this man should not have died? Jesus therefore again groaning in himself cometh to the grave..." (John 11:33-38).