Matthew 21:4

For the Prophet knowing the malice of the Jews, that they would speak against Christ when He went up to the Temple, gave them this sign beforehand, whereby they might know their King, Say ye to the daughter of Sion.

(Vers. 4, 5.) However, this happened so that what was spoken through the prophet might be fulfilled, saying: Tell the daughter of Zion, behold your king comes to you, meek and sitting on a donkey, and on a colt, the foal of a beast of burden. This is written in the prophet Zechariah: of which, if there is enough time in life, it will be said in its proper place. Now, briefly, it must be understood that according to the literal meaning, it was not possible for him to sit on both animals in a short distance of the journey. For either the she-asses sat and the foal was without a rider, or if the foal, which is more fitting, was used for sitting, the she-ass was led freely. Therefore, when the story seems to have impossibility or shame, we are led to deeper meanings: so that that she-ass which was submissive, and tamed, and had taken the yoke of the law, may be understood as the Synagogue; the foal of the she-ass, wanton and free, may be understood as the people of the Gentiles, on whom Jesus sat, and when he sent two of his disciples to them, one to the Circumcision, and the other to the Gentiles.

It is again a prophecy, that of Zechariah, just as that also found in the book of Matthew, which informs us that a donkey's foal was tied to its mother. For the prophecy reads, "Rejoice greatly, daughter of Zion, shout, daughter of Jerusalem; behold, your king comes to you, righteous and having salvation; he himself is humble and mounted on a donkey and on a newly born foal." Now who doesn't, while waiting for a righteous king, immediately understand that the Christ is in view, who prefigured likewise the name of Melchizedek, whose name in translation evokes the "king of justice"? So the prophet himself does not only say "king of justice," but he added "and redeemer." He did so in order to indicate, in an additional way through this means, the name of Jesus, which when translated means "salvation of God" and "healing." And he added next, "He himself is humble and mounted on a donkey and on a newly born foal." He does so to show in advance he who is written about in the Gospels: "Learn of me, for I am gentle and humble of heart." Now there was never any king, simultaneously just, a redeemer, gentle and seated on a donkey, who came to Jerusalem, unless this is he who alone is King of kings, God and Redeemer, Jesus. He is kind, gentle and abundant in mercy for all those who call upon him, as it is written.