Matthew 2:12-13

12And having been warned in a dream not to go back to Herod, they returned to their own country by another way.

13Now when they had gone, behold, an angel of Adonai appears to Joseph in a dream, saying, “Get up! Take the Child and His mother and flee to Egypt. Stay there until I tell you, for Herod is about to search for the Child, to kill Him.”