Help with finding a short story.

Hi all,

New to the forums but I was hoping somebody could assist in helping me find a short story I read in one of my Fathers compilations. Unfortunately I have not got the faintest idea which one it could have been.

The story was less than a page long - maybe a couple of paragraphs, and dealt with an alien in a zoo that gives birth and eats the baby without knowing it was the messiah being born.

Something like that anyway.

need this short story to complete my collection.