Several Scriptures reveal that Jesus told them how He would be treated but they could not accept His words.
“From that time forth Jesus began to show to His disciples that He must go unto Jerusalem, and suffer many things from the elders and chief priests and scribes, and be killed, and be raised the third day. Then Peter took Him aside and began to rebuke Him, saying, ‘Far be it from You, Lord; this shall not happen to You.’ But He turned and said to Peter, ‘Get behind Me, Satan! You are an offence to Me, for you are not mindful of the things of God, but the things of men’ ” (Matthew 16:21–23).
“Now Jesus, going up to Jerusalem, took the twelve disciples aside on the road and said unto them, Behold, we are going up to Jerusalem, and the Son of man shall be betrayed to the chief priests and to the scribes; and they will condemn Him to death, and deliver Him to the Gentiles to mock and to scourge and to crucify. And the third day He will rise again” (Matthew 20:17–19).
See also: Mark 8:31–33; Mark 9:31, 32; Luke 9:21, 22; 18:31–34.
Further comment:
“Before His crucifixion the Saviour explained to His disciples that He was to be put to death and to rise again from the tomb, and angels were present to impress His words on minds and hearts. But the disciples were looking for temporal deliverance from the Roman yoke, and they could not tolerate the thought that He in whom all their hopes centered should suffer an ignominious death. The words which they needed to remember were banished from their minds; and when the time of trial came, it found them unprepared. The death of Jesus as fully destroyed their hopes as if He had not forewarned them. So in the prophecies the future is opened before us as plainly as it was opened to the disciples by the words of Christ. The events connected with the close of probation and the work of preparation for the time of trouble, are clearly presented. But multitudes have no more understanding of these important truths than if they had never been revealed. Satan watches to catch away every impression that would make them wise unto salvation, and the time of trouble will find them unready.” The Great Controversy, 594.
“… Jesus was carefully opening to His disciples the sufferings through which He must pass—that He would be crucified and that He would rise again the third day. But their understanding seemed dull, and they could not comprehend what He told them.” Early Writings, 161.