And the angel answered and said unto her, The Holy Ghost shall come upon thee, and the power of the Highest shall overshadow thee: therefore also that holy thing which shall be born of thee shall be called the Son of God.
Luke 1:35
How God anointed Jesus of Nazareth with the Holy Ghost and with power: who went about doing good, and healing all that were oppressed of the devil; for God was with him.
Acts 10:38
Jesus was baptised with the Holy Spirit:
And John bare record, saying, I saw the Spirit descending from heaven like a dove, and it abode upon him. And I knew him not: but he that sent me to baptize with water, the same said unto me, Upon whom thou shalt see the Spirit descending, and remaining on him, the same is he which baptizeth with the Holy Ghost.
John 1:32-33
Note: the King James Version's use of the word "ghost" is misleading to modern readers; the original word means "spirit".