It is recorded in all three Synoptic Gospels. And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased. Both John the Baptist, and hundreds of people standing nearby, heard the voice of God authenticating Jesus as His beloved Son. Many people mis-use the Bible. Satan quoted it to try to get Jesus to sin.
Cultists quote it to support their false doctrines.
The Jewish leaders of Jesus' day studied the Bible minutely to support their religion, but were blind as to its true meaning. Instead of humbling themselves under the Word of God, they have made themselves judges of the Word of God. You who have believed in Jesus have already received the Holy Spirit. He lives in you, and He makes you understand God's Word. The Old Testament is a book about Jesus, but it requires a lot of interpretation to see it.