We use use this for very strong emphasis in personal matters, especially when asking someone to do something. It conveys a feeling of frustration and anger.

Turn the radio down, for God’s sake!

For God’s sake! You’re not even dressed yet!?

Notice that “for God’s sake” can be at the beginning, end, or sometimes the middle of the sentence.

Even though the word “God” is used, there’s often nothing religious about this phrase. Many people use it without thinking about the idea of God at all.