God the Father and God the Holy Spirit had just born witness at Jesus’ baptism that He was the Son of God (Mat.3:16-17; John 1:29-34). Then the Holy Spirit led Jesus into the wilderness for the purpose of being tempted by the devil (Mat.4:1-11). The purpose of the temptations was to demonstrate that Jesus was the Son of God. In fact, the devil prefaced the first two temptations with the words, “If You are the Son of God.” So, there is a connection between Jesus’ baptism and temptation. At His baptism, He was identified as the Son of God; at His temptation, He demonstrated it.
Another important connection is between Jesus and Israel. Matthew has already indicated a correlation between Jesus and Israel with respect to being called out of Egypt. As he narrates Jesus’ flight into Egypt to escape the wrath of Herod, he quoted from Hosea 11:1 concerning Israel’s exodus from Egypt and applies it to Jesus, “Out of Egypt I have called My Son” (Mat.2:15). God led Israel into the wilderness to be tested (Deu.8:2), but she failed to obey, and live up to the mission for which He had called her. Jesus was led into the wilderness to be tested, and passed! He demonstrated loyalty to God as His Son, and proved faithful to the mission for which God sent Him.
May we as sons of God, always obey Him and be faithful to the mission He has given us.