It was fundamental to the first Christians, being Jews, that their belief in the Messiahship of Jesus should be demonstrable from the OT, the ‘oracles of God’ (Rom. 3: 2). Hence the frequent citations of OT in the NT. Much of the NT argumentation follows the procedures of contemporary Judaism, such as midrash: the teaching about the Bread of Life in John 6: 25–59 is based on an OT text resembling Exod. 16: 4. The gospel of Matthew is especially emphatic in encouraging its readers to understand how Jesus was the fulfilment of the destiny of Israel. Thus Matt. 2: 13–15 describes how Joseph took the family to Egypt so that Jesus would escape the wrath of Herod. This is a most unlikely piece of history, since the obvious way to flee would have been into the hills of Galilee or the desert of Judaea or to the east, not to make an enormous trek to Egypt. But Egypt was the place where the nation of Israel had sojourned and later returned to Palestine; Israel was God's ‘son’ (Exod. 4: 22). So Matthew cites Hos. 11: 1 (‘out of Egypt I have called my son’) to prove a point. Just as Israel was God's son (and was disobedient), so Jesus is God's obedient son. In Matt. 5–7 Jesus bases his moral teaching on the OT and stretches it to the limit, and beyond, of human practicability.

All the gospels use the OT to show how the life, death, and resurrection of Jesus are fulfilments of the OT; especially important are Ps. 110: 1 and Ps. 118. The use of ‘Son of Man’ derives from Dan. 7: 13, and Isa. 53 is quoted to explain Jesus' suffering, while Zech. 12: 10 is used as a prophecy of the crucifixion (John 19: 37). It was less easy to find allusions in the OT to resurrection, but Hosea 6: 2 may have been used, though it is not quoted in the NT, and possibly Jonah 1: 17 (Matt. 12: 40). Typological exegesis is used by Paul (e.g. 1 Cor. 10: 1–13) and allegorical interpretation (Gal. 4: 21–31). The epistle to the Hebrews is one long exposition of the superiority of the new covenant to the old.