From the Tate website:

This is one of eight paintings of Jewish ritual which Rothenstein made over a two year period, following a visit to the Spitalfields Synagogue in Brick Lane, in London’s East End. The artist describes in Men and Memories (II, pp.35-6) how he chanced to visit the Machzike Hadaas Synagogue. He was in the area on business with a solicitor, the brother of the painter Solomon J. Solomon, who urged him to visit the synagogue: ‘a curious sight, he assured me, well worth seeing’. Rothenstein was excited by the unusual scene: ‘Here were subjects Rembrandt would have painted - had indeed, painted - the like of which I never thought to have seen in London … It was the time of the Russian Pogroms and my heart went out to these men of a despised race, from which I too had sprung, though regarded as a stranger among them’. Not permitted to draw in the synagogue, which would have been a violation of the Law, and ‘determined not to waste a subject so precious’, he took a room nearby in Spital Square and persuaded some of the men to sit for him. They were initially reluctant, as they feared he might sell the pictures to churches. The first of the paintings Rothenstein made was The Talmud School, 1904. In Jews Mourning in a Synagogue, Rothenstein has perhaps misunderstood the ritual, as Jews would not have been mourning in a synagogue, and the scene is posed in a studio, in any case.