Jesus was born in Bethlehem in Judea. This happened while Herod was king of Judea. After Jesus' birth, Wise Men from the east came to Jerusalem.
References for Matthew 2:1
They asked, "Where is the child who has been born to be king of the Jews? When we were in the east, we saw his star. Now we have come to worship him."
When King Herod heard about it, he was very upset. Everyone in Jerusalem was troubled too.
So Herod called together all the chief priests of the people. He also called the teachers of the law. He asked them where the Christ was going to be born.
"In Bethlehem in Judea," they replied. "This is what the prophet has written. He said,
" 'But you, Bethlehem, in the land of Judah, are certainly not the least important among the towns of Judah. A ruler will come out of you. He will be the shepherd of my people Israel.' " (Micah 5:2)
Then Herod called for the Wise Men secretly. He found out from them exactly when the star had appeared.
He sent them to Bethlehem. He said, "Go! Make a careful search for the child. As soon as you find him, bring me a report. Then I can go and worship him too."
After the Wise Men had listened to the king, they went on their way. The star they had seen when they were in the east went ahead of them. It finally stopped over the place where the child was.
When they saw the star, they were filled with joy.