Direct biblical statement
Matthew 1:18–20
Conceived of the Holy Spirit
18 Now the generation of Christ was in this wise. When as his mother Mary was espoused to Joseph, before they came together, she was found with child, of the Holy Ghost.
19 Whereupon Joseph her husband, being a just man, and not willing publicly to expose her, was minded to put her away privately.
20 But while he thought on these things, behold the Angel of the Lord appeared to him in his sleep, saying: Joseph, son of David, fear not to take unto thee Mary thy wife, for that which is conceived in her, is of the Holy Ghost.
Douay–Rheims · Challoner revision · Matthew 1:18–20
Why this matters
The narrative attributes Mary’s pregnancy to the Holy Spirit and describes Joseph’s response. The angel’s reassurance directs Joseph to receive Mary.