This is a curious, but common expression. The question is all about authority. We understand the place of authority in our culture and, for the most part, respect it. When questioned on this subject, religious leaders thought they could trap Him and spoil His favor among the people. It may even be that some were honestly trying to sort out where He was coming from. Here’s the account:
24 Jesus replied, “I will also ask you one question. If you answer me, I will tell you by what authority I am doing these things.
25John’s baptism–where did it come from? Was it from heaven, or from men?” They discussed it among themselves and said, “If we say, ‘From heaven,’ he will ask, ‘Then why didn’t you believe him?’
26 But if we say, ‘From men’–we are afraid of the people, for they all hold that John was a prophet.”
27 So they answered Jesus, “We don’t know.” Then he said, “Neither will I tell you by what authority I am doing these things.