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As dleyva3 mentioned, the term comes from 1 Thessalonians 4:17. Our word "rapture" comes from the Latin word for "caught up".
The doctrine that faithful Christians would be whisked away to be spared tribulation is a relatively new interpretation of that verse. The traditional Christian belief was that Jesus would return once, to bring judgment. At his return, the faithful would be so caught up with joy that they would rise into the air to accompany him in his descent.
The fourth century preacher John Chrysostom put it this way:
If He is about to descend, on what account shall we be caught up? For the sake of honor. For when a king drives into a city, those who are in honor go out to meet him; but the condemned await the judge within. And upon the coming of an affectionate father, his children indeed, and those who are worthy to be his children, are taken out in a chariot, that they may see and kiss him; but those of the domestics who have offended remain within. We are carried upon the chariot of our Father. For He received Him up in the clouds, and “we shall be caught up in the clouds.” (Acts i. 9.) Seest thou how great is the honor? and as He descends, we go forth to meet Him, and, what is more blessed than all, so we shall be with Him. —Homily #8, 1 Thessalonians 4:15-17
A few Christians may have had other ideas through the centuries, but the first one to really popularize the idea that Jesus would return twice—first to take the faithful away, and then later for judgment day—was John Nelson Darby in the early 19th century. That's the view that is commonly known as "the rapture" today.
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I believe the earliest example of pre-millennial belief is Justin Martyr, but he did not ascribe to it as dogma, and was aware that others interpreted differently than him. The other answers have dealt with the origin of the concept of 'Rapture' as we have it today.
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Is this the earliest mention of the doctrine?
1 Thessalonians 4:16-17 For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord.
I think that the use of the word "we" by Paul suggests he expected to be caught up (raptured).
Paul knew that there was to be trouble associated before the establishment of the kingdom.
Daniel 9:26-27 And after threescore and two weeks shall Messiah be cut off, but not for himself: and the people of the prince that shall come shall destroy the city and the sanctuary; and the end thereof shall be with a flood, and unto the end of the war desolations are determined. And he shall confirm the covenant with many for one week: and in the midst of the week he shall cause the sacrifice and the oblation to cease, and for the overspreading of abominations he shall make it desolate, even until the consummation, and that determined shall be poured upon the desolate.
The view of Paul seems to be that Israel will be provoked by jealousy to receive Jesus her king and the kingdom will come. Instead the temple was destroyed and many of the Jews were dispersed. The early church fathers then started to deemphasize the kingdom and elevate the "church" as there appeared no discernable role for Israel. The deemphasis was not so much deliberate as it was the result of not having a focus on end times and having a greater focus on the immediate.
Consideration of a rapture and tribulation would seem to be tied to Israel and the kingdom. There are many views where Israel and the kingdom are dismissed as having been subsumed by the church, allegorical, or figurative. I suspect that theologians were slow to come to the idea that there could be a role for a restored remnant of Israel.
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While the doctrine may have not been created until the 17th century, the idea came about probably quite shortly after Revelations was first created.
The idea comes directly from a literal interpretation of Revelations.
Revelations 20:4-6 NIV
4 I saw thrones on which were seated those who had been given authority to judge. And I saw the souls of those who had been beheaded because of their testimony about Jesus and because of the word of God. They had not worshiped the beast or its image and had not received its mark on their foreheads or their hands. They came to life and reigned with Christ a thousand years. 5 (The rest of the dead did not come to life until the thousand years were ended.) This is the first resurrection. 6 Blessed and holy are those who share in the first resurrection. The second death has no power over them, but they will be priests of God and of Christ and will reign with him for a thousand years.
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The idea of the rapture is taken from many scriptures in the Bible, but the term "rapture" is from 1 Thes. 4:17. The phrase "caught up" in latin is rapiemur. It means "seized" or "taken."
See also the words of Jesus:
For as in the days that were before the flood they were eating and drinking, marrying and giving in marriage, until the day that Noe entered into the ark, And knew not until the flood came, and took them all away; so shall also the coming of the Son of man be. Then shall two be in the field; the one shall be taken, and the other left. Two [women shall be] grinding at the mill; the one shall be taken, and the other left. Watch therefore: for ye know not what hour your Lord doth come.
Matthew 24:38-42
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The first mention of an "escape" event outside of the scripture (according to my studies) is The Shepherd of Hermes. The following is an excerpt from my book, The Partial Rapture "Theory" Explained / Escaping The Coming Storm.
The Shepherd of Hermes is one such ancient document.
We will acknowledge first that much of what is recorded in these texts does not agree with the teachings of the scripture. That fact alone establishes the complete set of manuscripts of no doctrinal value. But, setting aside that detail for the moment in order to analyze the contents of these documents, we learn one of the records makes mention of a vision the “shepherd” had of a giant raging beast. This animal made an attempt to charge the shepherd presumably to cause him great harm. The shepherd however was able to escape by relying on God for protection.
The next vision he encounters is that of a beautiful maiden, identified by the shepherd himself as the Church. She in turn identifies the creature as an illustration of the Great Tribulation to come, and tells him he escaped it by putting his full trust in God. She then gives him the responsibility of informing all other believers they can do the same, but only if they too put their full trust in the Lord.
This is a very brief look and oversimplification of the content of those manuscripts. But since they have been accepted to have been written in the second century, it is concrete proof that the “concept” of the Rapture in general (as referring to an escape from a future time of Great Tribulation) and conditions connected to participating in that specific escape existed outside of Biblical text, but inside the body of the Church, to within approximately one hundred years of the physical death of Jesus Christ.
Even if the doctrine is in error, it was a belief of a portion of the membership of the Church, regardless of how few, documented to as early as the second century and there exists earlier evidence.
More info can be found on my message board at, revjwwhitejr.conforums.com/index.cgi
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I don't know how much weight should be put on this reference, but it does give different information:
It may come as a surprise but the doctrine of the Rapture is not mentioned in any Christian writings, of which we have knowledge, until after the year 1830 C.E. Whether the early writers were Greek or Latin, Armenian or Coptic, Syrian or Ethiopian, English or German, orthodox or heretic, no one mentioned it before 1830 (though a sentence in Pseudo-Dionysius in about 500 C.E. could be so interpreted). Of course, those who feel the origin of the teaching is in the Bible would say that it ceased being taught for some unknown reason at the close of the apostolic age only to reappear in 1830. But if the doctrine were so clearly stated in Scripture, it seems incredible that no one should have referred to it before the 19th century.