Actually, this is what Jesus said...
Luke 22:41-42
And He withdrew from them about a stone’s throw, and He knelt down and began to pray, saying, “Father, if You are willing, remove this cup from Me; yet not My will, but Yours be done.”
The point being, God’s will be done. I think that He came to earth with a job He was willing to do, had the human nature that He was born with that was always trying to lead Him into sin, just like us. He doesn’t want to do it because of His sin nature. That is what I think anyway..lets not stamp it in stone.
I think it was also to show us humans, that yes we might not want to do what God brings us to, but it’s His will not ours that should be done, its a good teaching also to pray to God for His will. Jesus was also a teacher, teaching His flock.