Answer: Nowhere. That in itself should tell you something. You’d think that if Christmas was such an important religious Holy Day, wouldn’t it get a little more play or recognition in the Word of God?
The birth of Jesus is mentioned in Scripture—but not the date. If Christ’s birthdate mattered to the first-century Church, wouldn’t you think we would find plain evidence of it in the early writings? Well, for the first 200 years of Christian history, we don’t find Christians doing anything special about Christ’s birthday. That innovation came in the third and fourth centuries after Christ. Even then, the introduction of Christ’s birthday as a big Christian festival was controversial at the time:
“In the scriptures, no one is recorded to have kept a feast or held a great banquet on his birthday. It is only sinners who make great rejoicings over the day in which they were born into this world” (Catholic Encyclopedia, 1908 edition, Vol. 3, p. 724, “Natal Day”).
Catholic scholars wrote that entry in 1908, well before Christmas and Santa Claus had become major elements of a modern commercialized consumer culture that urges us to go into debt to “celebrate” our Savior.
It’s possible to figure out at least the general season of Christ’s birth by looking closely at some details of your Bible, such as the priestly service of Christ’s uncle and the habits of the shepherds in the cold December climate around Bethlehem. But you won’t find Christmas in the Bible!