Let us first examine the second coming of Elijah. In Malachi, the last book of the Old Testament, it says, "Behold, I will send you Elijah the prophet before the great and terrible day of the Lord comes. And he will turn the hearts of fathers to their children and the hearts of children to their fathers." (Mal. 4:5-6). The great and terrible day referred to is the day when the Lord comes, and this prophecy shows that before the Messiah can come, Elijah must first come again.

Elijah was one of the great prophets of Israel who lived 900 years before the coming of Jesus, and had ascended into heaven on a chariot of fire. The Israelites' longing for the Messiah was indicated by their expectation for the arrival of the historical prophet Elijah. This was because the Old Testament did not clearly foretell when the Messiah would come, but did clearly indicate that Elijah would come before him.