Audio commentary on this verse

Note 2 at Rom. 9:2: This is not a contradiction to other statements by Paul (2 Cor. 7:13; Gal. 5:22-23; Phil. 1:4,18; 2:2,18; 4:4; Col. 1:24; 1 Th. 3:9; 5:16; Phile. 1:7). Paul did operate in the joy of the Holy Ghost just as he told others to do. However, there was this continual heaviness and sorrow in his heart when it came to the unbelieving Jews.

This is comparable to someone who has lost a loved one who is very dear to them. In the process of time, they "get over it" to the point that they may be considered a very joyful person. But there is always that vacancy in their heart. Similarly, Paul was rejoicing in the Lord but he always had this great longing in his heart for the salvation of the Jews.