Jesus was baptized in the Land of Israel, as appears in Matthew 2
19 But when Herod died, behold, an angel of the Lord appeared in a dream to Joseph in Egypt, and said, 20 “Get up, take the Child and His mother, and go into the land of Israel; for those who sought the Child’s life are dead.” 21 So Joseph got up, took the Child and His mother, and came into the land of Israel.Not a country that was called "Palestine" first in 135 CE.
And there's this in Acts 13:19:
“... He overthrew seven nations in Canaan and gave their land to His people as their inheritance.”
His people were the Jews.