Ah, whither should I go. C. Wesley. [Lent.] First published in his Hymns on God’s Ever lasting Love, 1741, No. 14, in 16 stanzas of 8 lines. In 1780 stanzas i.-iv. were given in the Wesleyan Hymn Book as one hymn, and stanzas xiv.-xvi., "Lo in Thy hand," as a second, under the division "For mourners convinced of Sin." Although the latter was omitted from the revised edition, 1875, yet both hymns are found in a considerable number of collections, both in Great Britain and America. Original text in Poetical Works, 1868-72, vol. iii. p. 89.
--John Julian, Dictionary of Hymnology (1907)