What Jesus meant here was that He was not saving those who thought they were so righteous they did not need a savior. See Hard Sayings of the Bible p.410-411 for more info.
Kitu ambacho Yesu alikimaanisha hapa ni kuwa hakuwa anawaokoa watu waliokuwa wanafikiri kuwa walikuwa wenye haki sana hata hawakumhitaji mwokozi.