Who were the Three Wise Men? The Bible refers to them in Matthew:
Now when Jesus was born in Bethlehem of Judaea in the days of Herod the king, behold, there came wise men from the east to Jerusalem, saying, "Where is he that is born King of the Jews? For we have seen his star in the east, and are come to worship him." (Matthew 2:1-2)
Note that we are told they "came ... from the east of Jerusalem." East of Jerusalem was the Parthian Empire — the area of Babylon, founded in 250 BC as an independent kingdom. At this time the Parthian Empire rivaled Rome, and Israel was a buffer state between two contending empires.
Our information about the magi dates back to the days of the prophet Daniel. Daniel was taken to Babylon in 606 BC and Nebuchadnezzar appointed "ruler over ... the 'wise men of Babylon.'"
Then the king made Daniel a great man, and gave him many great gifts, and made him ruler over the whole province of Babylon, and chief of the governors over all the wise men of Babylon. (Daniel 2:48).
The Medes/Persians, who conquered Babylon, had an established hereditary priesthood referred to as magicians, or magi. These were the "wise men" of the Medo-Persian Empire. Because many of the Magi were able to interpret dreams, Darius the Great declared the magi to be the state religion. During the time of the Medo/Persian rule in Babylon, Daniel was appointed master of this group.
"O Belteshazzar [Daniel's Babylonian name], master of the magicians, because I know that the spirit of the holy gods is in thee, and no secret troubleth thee, tell me the visions of my dream that I have seen, and the interpretation thereof." (Daniel 4:9)
The priestly caste of the Magi were influential during the Seleucid, Parthian and Sasanian periods. The Parthian Empire, which was alive during the time of Herod and the birth of Jesus, contended with Rome and occupied much of what we know as Palestine.