Khadijah (may Allah be pleased with her) died three years before the Messenger of Allah (peace be upon him) immigrated to Medinah [related by Al-Bukhari], three days after the death of Abu Talib [Proofs of Prophethood by Al-Bayhaqi]. These two were very supportive to the Messenger of Allah (peace be upon him), and used to protect him from Quraysh and stop them from harming him. This was because they were people of high birth among the Qurayshi tribe.
Consequently, the Messenger of Allah (peace be upon him) suffered due to their death, and he became very unhappy. This year became to be known as the year of sorrow among historians and writers of the Messenger of Allah’s biography.
The Messenger of Allah (peace be upon him) was eager for his uncle to embrace Islam, even upto the moment of his uncle’s death. Imam Al-Bukhari related that Al-Musayyab ibn Hazin (may Allah be pleased with him) said,
Abu Jahl and Abdullah ibn Abu Umaiya said, ‘Oh Abu Talib, will you abandon the religion of Abdul-Muttalib.’ And they both kept talking to him until the last thing he said before he died was that he still followed the religion of Abdul-Muttalib. Therefore, the Messenger of Allah (peace be upon him) said, ‘I will keep asking for forgiveness for you as long as I am not prohibited to do so.’ However, Allah (Glorified is He) revealed, {It is not right for the Prophet and those who believe to ask forgiveness for the idolaters—even if they are close relatives—after it has become clear to them that they are the Companions of the Blazing Fire} [Surah At-Tawba: 113], and, {Surely, you cannot guide whom you love, but Allah guides whom He pleases, and He knows best the followers of the right way} [Surah Al-Qasus: 56]> [related by Al-Bukhari and Muslim].