When John baptized Jesus, God showed that Jesus was his Son by sending the Holy Spirit upon him.

Matthew 3:13-17

13 During that time, Jesus went from Galilee District to the Jordan River, where John was. He did that in order to be baptized by John {in order to ask that John would baptize him}. 14 When Jesus asked John to baptize him, John objected, saying, “I need to be baptized by you {you to baptize me} because you are superior to me. Since you are not a sinner, ◄you(sg) should not come to me to be baptized by me {to ask that I baptize you(sg)}!/why do you come to me to be baptized by me {ask that I baptize you(sg)} [RHQ]?►” 15 But Jesus said to him, “Baptize me at this time, because in this way we two will do everything that God requires.” Then John consented to baptize him.

16 After he was baptized {John baptized Jesus}, Jesus immediately came up out of the water. Just then, it was as though the sky was opened {split apart}. Then Jesus saw God’s Spirit coming down upon him. He came in the form of a dove. 17 Then God [SYN] spoke from heaven, saying, “This is my Son. I love him. I am very pleased with him.”