In the Old Testament the prophets announced that the Spirit of the Lord would rest on the hoped-for Messiah for his saving mission. The descent of the Holy Spirit on Jesus at his baptism by John was the sign that this was he who was to come, the Messiah, the Son of God. He was conceived of the Holy Spirit; his whole life and his whole mission are carried out in total communion with the Holy Spirit whom the Father gives him "without measure."
Source: Catechism of the Catholic Church (Vatican.va)