When Jews faced systematic extermination during the Holocaust, a profound theological question emerged: Where was God? Jewish religious tradition offers a striking response - God suffers alongside the victims. Building upon Hans O. Tiefel's work on religious responses to the Holocaust, an analysis of biblical and Rabbinic sources, including Abraham Heschel's discussion of divine pathos and midrashic literature, reveals a theological framework wherein God actively participates in human anguish. The research uncovers two distinct concepts of divine exile: God's withdrawal from the world in response to moral evil, and paradoxically, God's intimate presence with the afflicted during times of distress. Rabbinic thought explicitly portrays God as enslaved alongside the Israelites in Egypt and exiled with them in Babylonia, using powerful metaphorical language to describe divine co-suffering. These Jewish theological resources provide a meaningful lens for understanding God's presence during the Holocaust, positioning the divine not as a distant observer or complicit party, but as a fellow sufferer in humanity's darkest moments.