According to Matthew (2:2), the wise men from the East came to Jerusalem inquiring, "Where is he that is born King of the Jews?"
The disturbance felt by Herod upon receiving news of the search for a royal Judaean heir was due in part to his own ancestry. Had Herod been a true Jew, instead of an Idumaean, doubtless he would not have found it necessary to risk the scorn of those of whom he inquired "where Christ should be born" (verse 4). The Jews had long anticipated a Messiah who could trace his ancestry to Jacob, but those of Idumaea— the Edom of the Old Testament, descendants of Jacob's brother Esau—would have only a vague knowledge of Messianic prophecy.
Alerted to the wrath and jealousy of Herod against any male child born in Bethlehem during the previous two years, the Magi refused to supply the king of Judaea with any information regarding the birth of the child, and "being warned of God in a dream that they should not return to Herod, they departed into their own country another way" (verse 12).