The "Our Father," or the Lord's Prayer, is found in the Book of Matthew, 6:9-13, in the New Testament of Bible. A shorter, less developed version of the prayer is also found in the Book of Luke. Matthew's version is the one generally used by Christians.
In the Book of Matthew, the "Our Father" is part of the Sermon on the Mount, when Jesus preached from a mountainside to his disciples and the people of Galilee. In addition to the "Our Father," Jesus preached the Beatitudes and the Golden Rule during the Sermon on the Mount.
The version of the "Our Father" in the Book of Luke occurs at 11:1-4 as a response by Jesus to a disciple who asked him to teach them how to pray.