The New John Gill Exposition of the Entire BibleMatthew 4:12
Now, when Jesus had heard that John was cast into prison,
&c.] John was cast into prison by Herod; the reason of it may be
seen in (Matthew 14:3,4) . The prison into which he was cast, according to
Josephus F19, was the castle of Machaeras: here he continued some
time before he was put to death; for from hence he sent two
disciples to Jesus, to know if he was the Messiah, (Matthew 11:2) . Now
when Jesus heard of this his imprisonment,
he departed into Galilee;
not so much on account of safety, or for
fear of Herod, but to call his disciples, who lived in that country.
F19 Antiq. l. 18. c. 7.