Matthew 2:7-14

Then Herod, when he had secretly called the wise men, determined from them what time the star appeared. And he sent them to Bethlehem and said, “Go and search carefully for the young Child, and when you have found Him, bring back word to me, that I may come and worship Him also.”

When they heard the king, they departed; and behold, the star which they had seen 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. 11 And when they had come into the house, they saw the young Child with Mary His mother, and fell down and worshiped Him. And when they had opened their treasures, they presented gifts to Him: gold, frankincense, and myrrh.

Then, being divinely warned in a dream that they should not return to Herod, they departed for their own country another way.
The Flight into Egypt

Now when they had departed, behold, an angel of the Lord appeared to Joseph in a dream, saying, “Arise, take the young Child and His mother, flee to Egypt, and stay there until I bring you word; for Herod will seek the young Child to destroy Him.”

When he arose, he took the young Child and His mother by night and departed for Egypt, and was there until the death of Herod, that it might be fulfilled which was spoken by the Lord through the prophet, saying, “Out of Egypt I called My Son.”