Mark 15:39; Mark 15:44-45
And when the centurion, who stood there in front of Jesus, heard his cry and saw how he died, he said, "Surely this man was the Son of God!"
Pilate was surprised to hear that he was already dead. Summoning the centurion, he asked him if Jesus had already died.
When he learned from the centurion that it was so, he gave the body to Joseph.