Matthew 2:12

Overview - Matthew 2
1	The wise men from the east enquire after Christ;
3	at which Herod is alarmed.
9	They are directed by a star to Bethlehem, worship him, and offer their presents.
13	Joseph flees into Egypt with Jesus and his mother.
16	Herod slays the children;
20	himself dies.
23	Christ is brought back again into Galilee to Nazareth.

Matthew 2:12  (King James Version)
And being warned of God in a dream that they should not return to Herod, they departed into their own country another way.