John Lightfoot on Matthew 14:2

[This is John, &c.] Was not Herod of the Sadducean faith? For that which is said by Matthew, "Beware of the leaven of the Pharisees and Sadducees," chapter 16:6, is rendered by Mark, "Beware of the leaven of the Pharisees, and of the leaven of Herod," chapter 8:15; that is, 'of their doctrine.'

If, therefore, Herod embraced the doctrine of the Sadducees, his words, "This is John the Baptist, he is risen from the dead," seem to be extorted from his conscience, pricked with the sting of horror and guilt, as though the image and ghost of the Baptist, but newly butchered by him, were before his eyes: so that his mind is under horror; and forgetting his Sadduceism, groaning and trembling, he acknowledgeth the resurrection of the dead, whether he will or no.

Or let it be supposed, that with the Pharisees he owned the resurrection of the dead; yet certainly it was unusual for them that confessed it to dream of the resurrection of one that was but newly dead: they expected there should be a resurrection of the dead hereafter: but this, which Herod speaks, believes, and suspects, is a great way distant from that doctrine, and seems, indeed, to have proceeded from a conscience touched from above.