Matthew 1:18, 20

Now the birth of Jesus Christ was as follows: when His mother Mary had been betrothed to Joseph, before they came together she was found to be with child by [the power of] the Holy Spirit.

But after he had considered this, an angel of the Lord appeared to him in a dream, saying, “Joseph, descendant of David, do not be afraid to take Mary as your wife, for the Child who has been conceived in her is of the Holy Spirit.