I longed for thee, Janet! Oh, I longed for thee both with soul and flesh! I asked of God, at once in anguish and humility, if I had not been long enough desolate, afflicted, tormented; and might not soon taste bliss and peace once more. That I merited all I endured, I acknowledged – that I could scarcely endure more, I pleaded; and the alpha and omega of my heart’s wishes broke involuntarily from my lips in the words – “Jane! Jane! Jane!”

– Charlotte Bronte

Jane Eyre, Chapter 37. Rochester confirms that he was so filled with longing and desperation the previous Monday night, that he screamed out Jane’s name aloud. This matches with the scream Jane heard at the same time.