Following an angel’s instructions, Joseph took his family to the country of Egypt to escape from Herod.

Matthew 2:13-21

13 After the men who studied the stars left Bethlehem, an angel from the Lord appeared to Joseph in a dream. He said, “Get up, take the child and his mother, and flee to Egypt. Stay there until I tell you (sg) that you should leave, because King Herod is about to send soldiers to look for the child so that they can kill him.” 14 So Joseph got up, he took the child and his mother that night, and they fled to Egypt. 15 They stayed there until King Herod died, and then they left Egypt. By doing that, it was {they} fulfilled what the prophet Hosea wrote, which had been said by the Lord {which the Lord had said},

I have told my son to come out of Egypt.

16 While King Herod was still living, because he realized that he had been tricked by the men who studied the stars {the men who studied the stars had tricked him}, he became furious. Then, assuming that Jesus was still in Bethlehem or the surrounding regions, Herod sent soldiers there to kill all the boy babies two years old and younger. Herod calculated how old the baby was, according to what the men who studied the stars told him about when the star first appeared. 17 Because Bethlehem and Ramah towns were in the area where the descendants of Jacob’s wife Rachel lived, when soldiers killed the infant boys, they fulfilled what Jeremiah the prophet wrote,

18 Women in Ramah were weeping and wailing loudly. Women who were the descendants of Rachel, the ancestor of the women there [SYN], were grieving for what happened to their children. Even though people tried to comfort them, they would not be comforted {stop mourning}, because their children were dead.

19 After Herod died and while Joseph and his family were still in Egypt, an angel that the Lord had sent appeared to Joseph in Egypt in a dream. 20 He said to Joseph, “Take the child and his mother and go back to Israel to live, because the people who were looking for the child in order to kill him have died.” 21 So Joseph took the child and his mother, and they went back to Israel.