Elijah has just taken part in one of the most amazing demonstrations of God's power and superiority over false gods in the whole Old Testament (see 1 Kings 18). However, even this hasn't shifted the reality of Jezebel's power and her desire to kill off the prophets of the LORD. Indeed, Elijah is now her prime target!
Elijah's response is in stark contrast to the courage he has just shown. He runs off in despair and begs God to end his life. God, however, responds with care and sets a new vision as he meets with Elijah on Mount Horeb.