St. Joseph's dream refers to Biblical episodes in which Saint Joseph

Saint Joseph

Saint Joseph is a figure in the Gospels, the husband of the Virgin Mary and the earthly father of Jesus Christ ....

 is visited by Angel

Angel

Angels are mythical beings often depicted as messengers of God in the Hebrew and Christian Bibles along with the Quran. The English word angel is derived from the Greek ἄγγελος, a translation of in the Hebrew Bible ; a similar term, ملائكة , is used in the Qur'an...

 and receives specific instructions. In the New Testament

New Testament

The New Testament is the second major division of the Christian biblical canon, the first such division being the much longer Old Testament....

 there are 3 specific episodes in which St. Joseph has such dreams.

All three episodes appear in the Gospel of Matthew

Gospel of Matthew

The Gospel According to Matthew is one of the four canonical gospels, one of the three synoptic gospels, and the first book of the New Testament. It tells of the life, ministry, death, and resurrection of Jesus of Nazareth...

 and relate to the Nativity of Jesus

Nativity of Jesus

The Nativity of Jesus, or simply The Nativity, refers to the accounts of the birth of Jesus in two of the Canonical gospels and in various apocryphal texts....

. These episodes have been the subject of works of art by well known artists.

Biblical accounts

The three specific episodes in the New Testament are as follows:

• First dream: In Joseph is told not be afraid to take Mary as his wife, because she was conceived by the Holy Spirit
  Holy Spirit
  Holy Spirit is a term introduced in English translations of the Hebrew Bible, but understood differently in the main Abrahamic religions.While the general concept of a "Spirit" that permeates the cosmos has been used in various religions Holy Spirit is a term introduced in English translations of...
  
  . (See also the Annunciation
  Annunciation
  The Annunciation, also referred to as the Annunciation to the Blessed Virgin Mary or Annunciation of the Lord, is the Christian celebration of the announcement by the angel Gabriel to Virgin Mary, that she would conceive and become the mother of Jesus the Son of God. Gabriel told Mary to name her...
  
  , in which an angel informs Mary with a similar message.)

• Second dream: In Joseph is warned to leave Bethlehem
  Bethlehem
  Bethlehem is a Palestinian city in the central West Bank of the Jordan River, near Israel and approximately south of Jerusalem, with a population of about 30,000 people. It is the capital of the Bethlehem Governorate of the Palestinian National Authority and a hub of Palestinian culture and tourism...
  
   and flee to Egypt
  Flight into Egypt
  The flight into Egypt is a biblical event described in the Gospel of Matthew , in which Joseph fled to Egypt with his wife Mary and infant son Jesus after a visit by Magi because they learn that King Herod intends to kill the infants of that area...
  
  .

• Third dream: In , while in Egypt, Joseph is told that it is safe to go back to Nazareth
  Nazareth
  Nazareth is the largest city in the North District of Israel. Known as "the Arab capital of Israel," the population is made up predominantly of Palestinian Arab citizens of Israel...
  
  .