While the greater part of the life of Jesus Christ, called "the Nazarene," took place in Galilee, it is in Judea, province where the capital of Palestine, Jerusalem (the city of the Temple of which speaks the Bible) was located, that the Messiah was born, in the small town of Bethlehem, then died under Pontius Pilate (in Jerusalem), and rose again on the third day.
Bethlehem, place of the Cave (or Grotto) of the Nativity, is in Judea, just like Jerusalem where the whole Passion took place, in and outside the city, on the hill of Golgotha (Calvary) and next to its walls, in the garden where the incredible miracle of the Resurrection took place.
But it so happens that by his ancestor King David, Jesus belonged to the historical Tribe of Judah who gave his name to the province of Judea, formerly called "Kingdom of Judah." David too was born in Bethlehem and buried in Zion (Jerusalem), close to the Cenacle or Upper Room, a thousand years before the time of Christ.
Everything holds together in the gospel narratives, forming a real picture of events and places that historical and archaeological research gradually comes to validate.