Mr. Shaun McAfee, O.P. is the author of Filling Our Father’s House among other books, is the founder and editor of EpicPew.com, and contributes to many online Catholic resources. He holds a Masters in Dogmatic Theology from Holy Apostles College and Seminary. Shaun has made his temporary profession as a Lay Dominican and temporarily lives in Japan.
Answer this question: "Did Jesus have faith?" Most will respond with an enthusiastic, "yes!"
I think many of us would naturally respond likewise. The answer is actually the opposite, and I’ll explain why, but first we have to understand the person of Jesus.
Jesus has two natures. That might be news if you're a Jehovah's Witness, but it should be nothing new to Catholics. Jesus has a divine nature (that of God) and a human nature (that of man). These two natures had to be joined in some way. This question, where the two natures are united, earned many heretics their reputation. Some were even punched in the face. (I'm thinking of you, Arius.) The answer is that Jesus' two natures are joined in the person of Christ—not his body, not in his soul, or his nature. We call this the “hypostatic union”, which is a fancy way of saying what you've already been told: that Jesus has two natures united in his single person.
Let's analyze that. Jesus is the second person of the Trinity, consubstantial with the Father, meaning that they share one divine nature. Jesus came to us as a human through the Incarnation, but was with the Father from the beginning. The Incarnation is when the hypostatic union took place, giving Jesus a human nature as well.
This human nature cooperated perfectly with His divine nature. In the garden while in agony, He submitted to the divine plan: “Not as I will, but as thou will.” His human nature submitted to the divine nature quite literally.
From there, Jesus was able to live a perfectly virtuous life in morals and beatitude alike.
Our answer does seem obvious then, right? Faith is a higher virtue than the moral virtues. Faith is certainly a higher matter in any case, and we can agree that Jesus has perfect moral virtue. We know that's true because Jesus has a perfect human soul.
Knowing that, if Jesus is the perfect human being, and faith is pleasing to God, he would have had perfect faith. Right? After all, the author of Hebrews tells us rather plainly, "Without faith it is impossible to please God” (11:6).
Not so fast!
Faith is the belief in things unseen. Remember the words of the Author of Hebrews: “Now faith is the assurance of things hoped for, the conviction of things not seen” (11:1).
Jesus, though, is God. As God, He has perfect knowledge of all things unseen, excluding nothing. There is literally no ability in Jesus to have faith because He already knows everything seen, unseen, possible, actual, in the past, in the future, and every combination between. He knows things that the rest of us require faith for, specifically the Beatific Vision. One only hopes to enjoy the Beatific Vision. That is why in Heaven, there is no faith; there is only sight. Now you see why it’s important to understand the two natures of Christ are united in the person of Christ: it ultimately means that Jesus, as a man, has all the perfections of God.
For the same reasons, Jesus had no hope. In fact, even His charity transcends our normal experience, for He not only loves, but He is love. The other way of saying this is that Jesus is Himself, for God is His very nature. That is, there is no distinction between God and his nature, so anything God has (love in this case), we can say with absolute correctness that God is, and not just at one instance in time, but for all time in a perfectly present state. This is why, quite amazingly, when God revealed Himself to Moses who wanted to take back a name to describe the God he encountered, he only told him, "I AM". God is perfectly loving without limit of time, space, or magnitude not because of His own desires, but because of who He is. And that should be an encouragement to us.
So now you know, Jesus had no faith because He already sees every divine thing unseen to creatures.
St. Thomas Aquinas, over 700 years ago, solved this question for us in his masterpiece Summa Theologiae. The particular question arises in Part III, Question 7, Article 3, which deals with the grace in Christ as an individual man. You can read that here.