All the pain of the last time
I prayed so hard it was the last time

from Jay Z (Ft. Blue Ivy Carter) – Glory Lyrics on Rap Genius

Meaning

Jay-Z is perhaps referring to the miscarriage prior to the conception of Blue. He prayed that it wouldn’t happen twice

Also, prior to Jay & B’s relationship, Jay-Z’s ex-girlfriend was pregnant, but birthed a stillborn, which he spoke about in “This Can’t Be Life”

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