And with these arguments I answer the Jew, not disbelieving, I who am a Christian, Ezekiel and Isaiah, but being very desirous to show, on the footing of our common belief, that this man is far more worthy of credit than they are when He says that He beheld such a sight, and, as is probable, related to His disciples the vision which He saw, and told them of the voice which He heard. But another party might object, that not all those who have narrated the appearance of the dove and the voice from heaven heard the accounts of these things from Jesus, but that that Spirit which taught Moses the history of events before his own time, beginning with the creation, and descending down to Abraham his father, taught also the writers of the Gospel the miraculous occurrence which took place at the time of Jesus' baptism.
And he who is adorned with the spiritual gift, called the “word of wisdom,” will explain also the reason of the heavens opening, and the dove appearing, and why the Holy Spirit appeared to Jesus in the form of no other living thing than that of a dove. But our present subject does not require us to explain this, our purpose being to show that Celsus displayed no sound judgment in representing a Jew as disbelieving, on such grounds, a fact which has greater probability in its favour than many events in which he firmly reposes confidence.
Source: Against Celsus (New Advent)