The location of the Messiah’s birth was prophesied in Micah 5:2-3:
“But as for you, Bethlehem Ephrathah, Too little to be among the clans of Judah, From you One will go forth for Me to be ruler in Israel. His goings forth are from long ago, From the days of eternity.” Therefore, He will give them up until the time When she who is in labor has borne a child. Then the remainder of His brethren Will return to the sons of Israel.
And we know from Matthew 1:18-2:6 that is precisely where Jesus was born:
Now the birth of Jesus Christ 5 took place in this way. When his mother Mary had been betrothed 6 to Joseph, before they came together she was found to be with child from the Holy Spirit. 19 And her husband Joseph, being a just man and unwilling to put her to shame, resolved to divorce her quietly. 20 But as he considered these things, behold, an angel of the Lord appeared to him in a dream, saying, “Joseph, son of David, do not fear to take Mary as your wife, for that which is conceived in her is from the Holy Spirit. 21 She will bear a son, and you shall call his name Jesus, for he will save his people from their sins.” 22 All this took place to fulfill what the Lord had spoken by the prophet:
23 “Behold, the virgin shall conceive and bear a son, and they shall call his name Immanuel” (which means, God with us). 24 When Joseph woke from sleep, he did as the angel of the Lord commanded him: he took his wife, 25 but knew her not until she had given birth to a son. And he called his name Jesus.
CHAPTER 2:1 Now after Jesus was born in Bethlehem of Judea in the days of Herod the king, behold, wise men from the east came to Jerusalem, 2 saying, “Where is he who has been born king of the Jews? For we saw his star when it rose2 and have come to worship him.”3 When Herod the king heard this, he was troubled, and all Jerusalem with him; 4 and assembling all the chief priests and scribes of the people, he inquired of them where the Christ was to be born. 5 They told him, “In Bethlehem of Judea, for so it is written by the prophet: 6 “‘And you, O Bethlehem, in the land of Judah, are by no means least among the rulers of Judah; for from you shall come a ruler who will shepherd my people Israel.’”