This event is not recorded by Jewish historian, Josephus.
It is hardly likely that a Jewish infidel historian should have recorded a particular act of local cruelty, which would have been the strongest testimony possible that Jesus was the Messiah. Indeed the omission of one local cruelty in a village is nothing extraordinary. The killing a few children was nothing to the hard-heartedness of Josephus and Herod, if there was no particular reason. If there was, it was the last thing Josephus would mention.
Summary by Sosthenes of J.N. Darby’s original article. For the source please click here.