Charles Ellicott Commentary Matthew 24:26

"If therefore they shall say unto you, Behold, he is in the wilderness; go not forth: Behold, he is in the inner chambers; believe [it] not." — Matthew 24:26 (ASV)

In the secret chambers — The word is the same as that translated “closet” in Matthew 6:6. This means that the pretenders will, in one way or another, avoid the publicity that would test their claims. There would be whispered rumors that the Christ was concealing Himself in the wilderness beyond the Jordan, or in the inner rooms of some zealot’s house, and would appear at the last moment to claim the throne of His father David (Compare Josephus, Wars, 6.5.2).

Believers in Christ would hear such words with calm indifference, because they would know this was not the manner of His coming.