As per the New Testa-ment Math 2, 1-12, when Jesus was born, wise men came from the East to Jerusalem to pay their respect to the new born. They mentioned that they had seen his star in the East. When they saw the infant with his mother Mary, they presented unto him gifts of gold, frankincense and myrrh.
A vast majority of the Church fathers, such as Clement of Alexandria, Cyril of Alexandria, Chrysostom, Origen, Ephraem Syrus, believe that the three wise men came from Persia, and were Zoroastrian Magi.
According to the Greek historians, the Magi were one of the Median tribes under the Achaemenian Persians which served as priests, prayed before the fire altars and offered libations.
One of their main functions was acting as diviners and they had a reputation of foretelling the future. Thus it was believed that these three wise men were learned and evolved Zoroastrian priests who excelled in astrology and had a vision for the divine.