Now when Jesus was born in Bethlehem of Judea in the days of Herod the king, behold, there came wise men from the east to Jerusalem, saying, Where is the child that is born the Messiah of the Jews? For we have seen his star in the east and have come to worship him. When Herod the king had heard of the child, he was troubled, and all Jerusalem with him. And when he had gathered all the chief priests and scribes of the people together, he demanded of them, saying, Where is the place that is written of by the prophets in which Christ should be born? For he greatly feared, yet he believed not the prophets. And they said unto him, It is written by the prophet that he should be born in Bethlehem of Judea, for thus have they said: The word of the Lord came unto us, saying, And you, Bethlehem which lays in the land of Judea, in you shall be born a Prince who is not the least among the princes of Judea; for out of you shall come the Messiah who shall save my people Israel.
Then Herod, when he had called the wise men privately, inquired of them diligently what time the star appeared. And he sent them to Bethlehem, and said, Go and search diligently for the young child. And when you have found the child, bring me word again, that I may come and worship him also. When they had heard the king, they departed.
And behold, the star, which they saw in the east, went before them till it came and stood over where the young child was. When they saw the star, they rejoiced with exceedingly great joy. And when they had come into the house, they saw the young child with Mary his mother and fell down and worshipped him. And when they had opened their treasures, they presented unto him gifts: gold, and frankincense, and myrrh.
And being warned of God in a dream that they should not return to Herod, they departed into their own country another way.
Source: Matthew 1: 6-9