Jesus said, “Go therefore and make disciples of all the nations, baptizing them in the name of the Father and the Son and the Holy Spirit.” (Matthew 28:19) Throughout the book of Acts, there are numerous accounts of people accepting Jesus Christ, repenting of their sins and being baptized (Acts 8; 16:11-33; 18:8). Furthermore, as recorded in the passage below, Jesus led by example.

Matthew 3:13-17
Then Jesus came from Galilee to the Jordan to be baptized by John. But John tried to deter him, saying, “I need to be baptized by you, and do you come to me?” Jesus replied, “Let it be so now; it is proper for us to do this to fulfill all righteousness.” Then John consented. As soon as Jesus was baptized, he went up out of the water. At that moment heaven was opened, and he saw the Spirit of God descending like a dove and alighting on him. And a voice from heaven said, “This is my Son, whom I love; with him I am well pleased.”