Esther 9:31

31. The matters of the fastings and their cry Here it incidentally comes out that fasting and lamentation were also to be connected with the observance of Purim. The modern Jews observe the thirteenth of Adar, the anniversary of the day of slaughter, as a day of fasting, and call it the fast of Esther. This day of fasting and supplication is preliminary to the two days’ feast that follows. It is not improbable that Esther herself may have proposed this fast, as a memorial of the grief that preceded their joy, and that the people approved and sanctioned it, and called it Esther’s fast.