Upvote:2
The gospels directly record what Jesus said. The entire Bible indirectly records what Jesus said as Jesus and the Father are One.
2 Peter 1:20 But know this first of all, that no prophecy of Scripture is a matter of oneβs own interpretation, 21 for no prophecy was ever made by an act of human will, but men moved by the Holy Spirit spoke from God.
Acts 20:28 Be on guard for yourselves and for all the flock, among which the Holy Spirit has made you overseers, to shepherd the church of God which He purchased with His own blood.
Upvote:3
Rather than attempt to highlight all of Jesus' words in the four Gospels, you would benefit from buying a "Red Letter" Bible which has Jesus' words already printed in red. My English Standard Version Study Bible is a good example of this.
The book of Acts also has Jesus' spoken words printed in red but they appear only in chapters 1, 9, 22, 23, and 26.
The book of Revelation also has Jesus' spoken words printed in red in chapter 1 to 4, 16, and 22.
The accepted answer to this question may be helpful: What are the benefits of a red letter edition Bible?
I strongly advise you not to deface your Bible with red highlighter but buy a New Testament where it has been done professionally and is easy to read.