Matthew 2:12 in the King James Version
And being warned of God in a dream that they should not return to Herod, they departed into their own country another way.
Context
11 They came into the house and saw the young child with Mary, his mother, and they fell down and worshiped him. Opening their treasures, they offered to him gifts: gold, frankincense, and myrrh.
12 Being warned in a dream not to return to Herod, they went back to their own country another way.
13 Now when they had departed, behold, an angel of the Lord appeared to Joseph in a dream, saying, “Arise and take the young child and his mother, and flee into Egypt, and stay there until I tell you, for Herod will seek the young child to destroy him.”