Question: Where in the Bible does it say that God the Father, Jesus and the Holy Spirit are one God?

Answer: First of all in John 4:24 Jesus said God is a Spirit (singular). God is One Spirit. In Joel 2:28 God says through the prophet that "I will pour out of My Spirit (singular) upon all flesh." This prophecy was fulfilled in Acts 2:1-5 when God poured His Spirit upon all the believers in Messiah Jesus. Therefore we can conclude that God has the ability to operate as more than one without being more than one. The "portioning" of His Spirit on the believers at Pentecost is the Holy Spirit. Therefore the Holy Spirit is God and is referred to by Jesus as “The Spirit of the Father.” – Matthew 10:20.

In Daniel 7:13, the prophet sees the Ancient of Days which is God the Father on His throne and Jesus, the Son of Man, the Messiah, is brought to Him.

I saw in the night visions, and, behold, one like the Son of Man came with the clouds of heaven, and came to the Ancient of Days, and they brought Him near before Him.

The Father and the Messiah are clearly two distinct beings/persons in this verse. Then in verse 22 Daniel sees the Ancient of Days (God Himself) coming to earth to give His saints the kingdom.

I beheld, and the same horn (the antichrist) made war with the saints, and prevailed against them; until the Ancient of Days came, and judgment was given to the saints of the most High; and the time came that the saints possessed the kingdom. – Daniel 7:21,22.

The detail of this event is shown to us in Zechariah 12:10, which foretells the second coming of Jesus when - "They shall look upon Me (God the Father) whom they have pierced and mourn for Him,(Jesus) as one mourns for His only Son." "And the Lord shall be King over all the earth: in that day shall there be one Lord, and His name one." - Zechariah 14:9. In this verse Jesus is obviously recognized as God.
God was in Christ reconciling the world to Himself – II Corinthians 5:19
I and My Father are One – John 10:30.

The basic premise of the Biblical Trinity is that all three, God the Father, Jesus and the Holy Spirit operate simultaneously, and all three operate at the same time in the Messiah Jesus in whom dwells all the fullness of the Godhead bodily – Colossians 2:9.

The first century church recognized Jesus as God because of His union with the Father and the Father is worshipped by His Spirit in the believer through His Son.
For through Him (Jesus) we both (Jew and Gentile) have access by one Spirit (the Holy Spirit) unto the Father. Unto Him (the Father) be glory in the church by Christ Jesus throughout all ages, world without end. Amen. – Ephesians 2:18, 3:21.
...that God (the Father) in all things may be glorified through Jesus Christ, to whom be praise and dominion for ever and ever. Amen. - I Peter 4:11.

related article - Understanding the Biblical Trinity from the Scriptures - It's all about God's Love for You

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