Flavius Josephus, Antiquities of the Jews
William Whiston, A.M., Ed.

[352] Now while the Parthians were in consultation what was fit to be done; for they did not think it proper to make an open attempt upon a person of his character; and while they put off the determination to the next day, Herod was under great disturbance of mind, and rather inclining to believe the reports he heard about his brother and the Parthians, than to give heed to what was said on the other side, he determined, that when the evening came on, he would make use of it for his flight, and not make any longer delay, as if the dangers from the enemy were not yet certain. He therefore removed with the armed men whom he had with him; and set his wives upon the beasts, as also his mother, and sister, and her whom he was about to marry, [Mariamne,] the daughter of Alexander, the son of Aristobulus, with her mother, the daughter of Hyrcanus, and his youngest brother, and all their servants, and the rest of the multitude that was with him, and without the enemy's privity pursued his way to Idumea. Nor could any enemy of his who then saw him in this case be so hardhearted, but would have commiserated his fortune, while the women drew along their infant children and left their own country, and their friends in prison, with tears in their eyes, and sad lamentations, and in expectation of nothing but what was of a melancholy nature.