From Matthew Chapter 14:
After he had fed the people, Jesus made the disciples get into a boat and precede him to the other side, while he dismissed the crowds.
After doing so, he went up on the mountain by himself to pray. When it was evening he was there alone.
Meanwhile the boat, already a few miles offshore, was being tossed about by the waves, for the wind was against it. During the fourth watch of the night, he came toward them walking on the sea. When the disciples saw him walking on the sea they were terrified.
“It is a ghost,” they said, and they cried out in fear.
At once Jesus spoke to them, “Take courage, it is I; do not be afraid.”
Peter said to him in reply, “Lord, if it is you, command me to come to you on the water.”
He said, “Come.”
Peter got out of the boat and began to walk on the water toward Jesus. But when he saw how strong the wind was he became frightened; and, beginning to sink, he cried out, “Lord, save me!"
Immediately Jesus stretched out his hand and caught Peter, and said to him, “O you of little faith, why did you doubt?”
After they got into the boat, the wind died down. Those who were in the boat did him homage, saying,“Truly, you are the Son of God.”
The image above is from A Concord Pastor.