In the Bible "prophecy" refers to a message understood to come from God through a human speaker or writer; 2 Peter 1 describes the source of Old Testament prophecy.
2 Peter 1:21 in the King James Version reads:
For the prophecy came not in old time by the will of man: but holy men of God spake as they were moved by the Holy Ghost.
The verse appears in 2 Peter 1, in a passage about the reliability of the prophetic writings. Read it in context at 2 Peter 1:21, or the full chapter at 2 Peter 1. Encyclopedia entry: en.wikipedia.org/wiki/Prophecy.