Then Jesus went from Galilee to the Jordan River to be baptized by John.
But John didn't want to baptize him. "I am the one who needs to be baptized by you," he said, "so why are you coming to me?"
But Jesus said, "It must be done, because we must do everything that is right. " So then John baptized him.
References for Matthew 3:15
After his baptism, as Jesus came up out of the water, the heavens were opened and he saw the Spirit of God descending like a dove and settling on him.
And a voice from heaven said, "This is my beloved Son, and I am fully pleased with him."