1 Samuel - Chapter 12

Samuel is telling the people that he has been faithful to God.  When they confirm this he says:

"Then he said to them, “The Lord is witness against you, and His anointed is witness this day, that you have not found anything in my hand.”"

The phrase His anointed can sometimes refer to a king or priest - but ultimately it refers to Jesus - indeed, the word Messiah means "anointed one".

Jesus says of himself - quoting from Isaiah:

“The Spirit of the Lord is upon Me,
Because He has anointed Me
To preach the gospel to the poor;
He has sent Me to heal the broken-hearted,
To proclaim liberty to the captives
And recovery of sight to the blind,
To set at liberty those who are oppressed;
To proclaim the acceptable year of the Lord.”