Though conceived by the Holy Spirit, Jesus needed the baptism of the Spirit as He embarked on His ministry. As John the Baptist baptised Jesus in the Jordan, a second baptism took place. The Spirit of God descended on Him, like a dove, not as a flame of fire, because there was nothing to burn in Jesus.
The great pattern for Christians is Jesus, and he was baptised in the Holy Spirit. The Gospels of Matthew, Mark and Luke all record the same event. The fourth Gospel, John, gives more detail. John the Baptist, the fore-runner of Jesus, declared, “I saw the Spirit descending from heaven like a dove, and He remained on Him” (John 1:32). Jesus Himself explained, “The Spirit of the Lord is upon Me because He has anointed Me to preach the Gospel...” (Luke 4:18). Peter, in Acts 10:38, said, “God anointed Jesus of Nazareth with the Holy Spirit and with power.” John the Baptist said a thrilling thing. “He who sent me to baptise with water said to me, ‘Upon Whom you see the Spirit descending and remaining on Him, this is He who baptises with the Holy Spirit’” (John 1:33).
Christ had a human experience from God to show what the perfect human experience should be. He was the first of multitudes. He was the first Holy Spirit-baptised man on earth. John 3:34 (NIV) says, “God gives the Spirit without limit.” John 1:16 declares, “Of His fullness have we all received...” That is a wonderful truth—what He received was for us. He was filled for us, and out of His infinite fullness we are filled.
Bible References: John 1:32-33, Luke 4:18
2 - Jesus was Baptised in the Holy Spirit