4 From all these it is evident that God did not seek sacrifices and holocausts from them, but faith, and obedience, and righteousness, because of their salvation. As God, when teaching them His will in Hosea the prophet, said, “I desire mercy rather than sacrifice, and the knowledge of God more than burnt-offerings.” Besides, our Lord also exhorted them to the same effect, when He said, “But if you had known what [this] means, I will have mercy, and not sacrifice, you would not have condemned the guiltless.” Thus does He bear witness to the prophets, that they preached the truth; but accuses these men (His hearers) of being foolish through their own fault.
Source: Adversus haereses (New Advent)