Matthew 2:12-13

And having received a response in sleep that they should not return to Herod, they went back by another way to their own region. And after they had gone away, behold, an Angel of the Lord appeared in sleep to Joseph, saying: "Rise up, and take the boy and his mother, and flee into Egypt. And remain there until I tell you. For it will happen that Herod will seek the boy to destroy him."