The Collaborative International Dictionary of English v.0.48:

Magi \Ma"gi\, n. pl. [L., pl. of Magus, Gr. ?; of Per. origin.
   Cf. Mage, Magic.]
   A caste of priests, philosophers, and magicians, among the
   ancient Persians; hence, any holy men or sages of the East.
   [1913 Webster]

         The inspired Magi from the Orient came.  --Sandys.
   [1913 Webster]

WordNet (r) 3.0 (2006):

Magi
    n 1: (New Testament) the sages who visited Jesus and Mary and
         Joseph shortly after Jesus was born; the Gospel According
         to Matthew says they were guided by a star and brought
         gifts of gold and frankincense and myrrh; because there
         were three gifts it is usually assumed that there were
         three of them [syn: Wise Men, Magi]