That our Lord knew of this belief, that He endorsed it, preached and emphasized it repeatedly, is very evident from the authentic narrative of the Gospels.
Expressions indicating this are to be found everywhere in the writings of the evangelists: "Have you never read in the Scriptures?" He says to the Scribes in referring to the words of the Psalmist (cxvii. 22): The stone which the builders rejected, etc. (St. Matthew xxi. 42.) Again, a little later on, He charges the Sadducees who say there is no resurrection: "You err, not knowing the Scriptures" (Ibid. xxii. 29). In the Garden of Olives He bears witness to the prophetic character of the Book of Isaiah: "How then shall the Scriptures be fulfilled" (Ibid. xxvi. 54)? And the historian, a friend and Apostle of Christ, adds: "Now all this was done that the Scriptures of the prophets might be fulfilled" (Ibid. 56). St. John's Gospel, especially, abounds in references like the foregoing, which point to the intimate relation between the Messianic advent of Christ and the figures of the Old Law, and assure us that the books of the Prophets, as well as the accompanying historic accounts of the Scriptural books generally, were regarded as the sacred word of God, not only by the Jews, but by the disciples of Christ.
This sacred collection was generally spoken of as consisting of three parts, namely, the Law, the Prophets, and the Psalms. Philo and Josephus, both trained in the schools of the Pharisees, mention the division as one well understood among the Jews of their time. Christ Himself speaks of the Sacred Scriptures, in different places, with this same distinction.
Now the testimony of Christ, who proved Himself to be the Son of God, and therefore unerring truth, is explicit in so far as it appeals with a supreme and infallible authority to the Jewish Scriptures as to a testimony _not human, but divine_. "Have you not read that which was spoken _by God_?" He says, referring to the Mosaic Law in Exodus iii. 6 (St. Matt. xxii. 31). Many times He speaks of the Scriptures "that they may be fulfilled," thus indicating that they contain that which lay in the future, and whose foreknowledge must have come from God. This testimony of Our Lord is strengthened by the interpretation of His Apostles in the same sense.