Srimad-Bhagavatam: Canto 10 - Chapter 1 - Verse 20
सूतीगृहे ननु जगाद भवानजो नौसञ्जज्ञ इत्यनुयुगं निजधर्मगुप्त्यै ।नानातनूर्गगनवद् विदधज्जहासिको वेद भूम्न उरुगाय विभूतिमायाम् ॥ २० ॥
sūtī-gṛhe nanu jagāda bhavān ajo nausañjajña ity anu-yugaṁ nija-dharma-guptyainānā-tanūr gagana-vad vidadhaj jahāsiko veda bhūmna uru-gāya vibhūti-māyām
Indeed, while still in the maternity room You told us that You, the unborn Lord, had already been born several times as our son in previous ages. After manifesting each of these transcendental bodies to protect Your own principles of religion, You then made them unmanifest, thus appearing and disappearing like a cloud. O supremely glorified, all-pervading Lord, who can understand the mystic, deluding potency of Your opulent expansions?
Lord Kṛṣṇa was first born to Vasudeva and Devakī in their previous lives as Sutapā and Pṛśni. Later they again became His parents as Kaśyapa and Aditi. This, then, was the third time He had appeared as their son.