If Peter asked Jesus where he was going, why did Jesus say none of them asked?

Jesus is speaking about the present moment, not about the whole evening. The Greek verb is in the present tense, erōta, ‘none of you is asking me’. He has just told them plainly where he is going, “to him that sent me” (John 16:5), and is about to tell them that his going is for their good, because the Comforter will come (16:7). Yet instead of asking about that, they sit in silence, filled with sorrow (16:6). Their minds are on their loss, not on where he is going.

The earlier questions were of a different kind. Peter’s “whither goest thou?” (13:36) was really about himself: he wanted to know why he could not go too, and he went on at once, “why cannot I follow thee now?” (13:37). Thomas did not ask a question about the destination at all but said, “we know not whither thou goest” (14:5). Since then Jesus had explained more, and between the two passages he had said, “Arise, let us go hence” (14:31), which suggests that chapters 15 and 16 were spoken later, perhaps on the way. Barnes and Jamieson, Fausset and Brown read the verse in this way: the disciples gave themselves up to grief, when Jesus wanted them to ask, and to understand.

Some critical scholars take the apparent tension, together with “Arise, let us go hence” (John 14:31), as a sign that John’s farewell discourses were put together from more than one source. Read as it stands, the text makes good sense, as shown above.