Many theories have been suggested as to what the Magi might have actually seen in the sky over Israel. Some have speculated that it might have been a concurrence of bright stars, a comet or a supernova. But all of these explanations based on natural phenomena fall short in my opinion.
First, if it had been a literal “star” it would have had to defy the laws of physics (stars usually travel across the sky from east to west. But the “star” the Magi saw led them from Jerusalem to Bethlehem – travelling north to south).
Second, it led them to the precise location of a certain individual house, which of course a heavenly body, millions of light years from earth, could not do. There was something very different about this star.
The Scripture doesn’t tell us exactly what is going on here. And since we are left to speculate, I might as well give a theory of my own. It is possible that what they had seen was actually similar to something witnessed hundreds of years earlier by the prophet Ezekiel. He had seen how the glory of the Lord had departed from Jerusalem. It’s interesting that Ezekiel could actually trace the movement of the departing glory as it left over the Mount of Olives (Ezekiel 11:22-23) much like the wise men were able to trace the moving of the star to a residential address. Could it be that what the Magi were seeing was actually the Shekinah glory of God that had once departed; now returning to Israel?