On earth, Jesus was Jewish.
Luke 2:4 And Joseph also went up from Galilee, out of the city of Nazareth, into Judæa, unto the city of David, which is called Bethlehem; (because he was of the house and lineage of David: .
As Joseph was of the lineage of the House of Judah as was David, so to was Christ.
Christ came through the lineage of Judah, or the house of David.
He was ethnically Jewish, but a citizen Israel. Jesus would have to be born in Rome to be considered a Roman citizen...and He wasn't.
The Bible is clear that Jesus was a Jew in the lineage of King David on his earthly adopted father Joseph side.
Answer: Joseph wasn't Jesus' father, so his lineage doesn't establish Jesus' nationality. However, Mary was also descended from King David through his son Nathan (rather than Solomon, as was Joseph), and this lineage established Jesus' earthly nationality as Jewish.
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According to the Bible, when Jesus was born on earth, as a fleshly man, he was born into the tribe of Judah, in the line of David, so was Jewish by 'nationality'(Matthew 1:1,2,6,16)(Galatians 4:4),but the scriptures indicate that Jesus had a pre-human existence in Heaven before coming to earth(John 17:5 +John 8:58), so, because his "roots" were heavenly(John 6:38)(John 8:23), he had no earthly 'nationality' after he returned to heaven (Galatians 3:28)(Matt. 28:18-20)(Daniel 7:14).