Matthew, Mark, and Luke all include passages in which God the Father speaks, expressing His delight in and approval of Christ as His "beloved Son." One occurrence was after Christ was baptized (Luke 3:22: "And the Holy Ghost descended in a bodily shape like a dove upon him, and a voice came from heaven, which said, Thou art my beloved Son; in thee I am well pleased") and another was after His transfiguration (Matt. 17:5: "While he yet spake, behold, a bright cloud overshadowed them: and behold a voice out of the cloud, which said, This is my beloved Son, in whom I am well pleased; hear ye him").
You may find all such passages here.
Christ proved that He "looked up to His Father" (i.e., obeyed Him implicitly) on more than one occasion. John 8:28-29 is one example: "Then said Jesus unto them, When ye have lifted up the Son of man, then shall ye know that I am he, and that I do nothing of myself; but as my Father hath taught me, I speak these things. And he that sent me is with me: the Father hath not left me alone; for I do always those things that please him." See also John 17, Christ's High Priestly Prayer.