Lord, have mercy when we [pray] strive. H. H. Milman. [Lent.] First published in Bishop Heber's posthumous Hymns, &c, 1827, p. 94, in 3 stanzas of 8 lines, with the refrain "Oh then, have mercy! Lord I" and repeated in the author's Psalms & Hymns, 1837. In addition to its use in its original form, it is also given in several collections as “Lord, have mercy when we pray" as in the People's Hymnal, 1867; and, with stanzas ii. and iii. transposed, in the 1869 Appendix to the Society for Promoting Christian Knowledge Psalms & Hymns Because of its refrain it is sometimes regarded as a Metrical Litany.
--John Julian, Dictionary of Hymnology (1907)