Oedipus feels so because of his own personal tragedy and how it does tie in with the plague.
Step-by-step explanation:
Oedipus announces, earlier in the play, that whoever is responsible for the plague must be cast out.
Then through the play he realizes that it is his unknowing crime that has caused the plague on the city as his personal life falls in shambles.
It is because of this that he says that there is no person who is suffering more cause of the plague than he himself as he has found out the truth of his origin and his wife / mother has killed herself.