Biblical Magi religion was Zoroastrianism, with its priestly magos class. Although Matthew's account does not explicitly cite the motivation for their journey (other than seeing the star in the east, which they took to be the star of the King of the Jews), the Syriac Infancy Gospel provides some clarity by stating explicitly in the third chapter that they were pursuing a prophecy from their prophet, Zoradascht (Zoroaster). There is an Armenian tradition identifying the "Magi of Bethlehem" as Balthasar of Arabia, Melchior of Persia, and Gaspar of India. Historian John of Hildesheim relates a tradition in the ancient silk road city
Biblical Magi is the land from whence came the Three Kings to Bethlehem to worship the Lord Jesus which was born. And know that the power of Christ has been, and is, so great, that the people of that land are Christians; and the whole land of Chata [Khitai, or Kara-Khitai] believes those Three Kings. I have myself been in their churches and have seen pictures of Jesus Christ and the Three Kings, one offering gold, the second frankincense, and the third myrrh. And it is through those Three Kings that they believe in Christ, and that the Chan and his people