From Sahih Muslim (Hadith 6762):
Abu Huraira reported Allah's Messenger (ﷺ) as saying:The mother of every person gives him birth according to his true nature. It is subsequently his parents who make him a Jew or a Christian or a Magian. Had his parents been Muslim he would have also remained a Muslim. Every person to whom his mother gives birth (has two aspects of his life) ; when his mother gives birth Satan strikes him but it was not the case with Mary and her son (Jesus Christ)
Reference: Muslim 6762