“Now when Jesus had heard that John was cast into prison, he departed into Galilee;”
Matthew 4:12 — Greek Interlinear
Church Fathers on Matthew 4:12
Matthew having related the forty days' fast, the temptation of Christ, and the ministry of Angels, proceeds, 'Jesus having heard that John was cast into prison.'
By God without doubt, for none can effect any thing against a holy man, unless God deliver him up. 'He withdrew into Galilee,' that is, out of Judaea; both that He might reserve His passion to the fit time, and that He might set us an example of flying from danger.
It is not blameworthy not to throw one’s self into peril, but when one has fallen into it, not to endure manfully. He departed from Judaea both to soften Jewish animosity, and to fulfil a prophecy, seeking moreover to fish for those masters of the world who dwelt in Galilee.