Quran 33:66 — The Parties (Al-Ahzab)

The day they are thrown into Hell, they will say, "Oh, we wish we obeyed GOD, and obeyed the messenger."

[33:65] Eternally they abide therein. They will find no lord, nor a supporter.

[33:67] They will also say, "Our Lord, we have obeyed our masters and leaders, but they led us astray.