Warned of God - This was done, doubtless, because, if they had given Herod precise information where he was, it would have been easy for him to send forth and kill him. And from this we learn that God will watch over those whom He loves; that He knows how to foil the purposes of the wicked, and to deliver His own out of the hands of those who would destroy them.
In a dream - See the note at Matthew 1:20.