Hebrews 2:11

For he who sanctifies and those who are sanctified all have one source . That is why he is not ashamed to call them brothers ,

Both the one who makes people holy and those who are made holy are of the same family. So Jesus is not ashamed to call them brothers and sisters.

For both he that sanctifieth and they who are sanctified are all of one : for which cause he is not ashamed to call them brethren,