When someone makes the claim that Jesus never existed, you may be tempted to respond like this.
Then, you may want to follow that up with this.
However, the best way to respond to such claims is always with good evidence and when it comes to Jesus' existence, we have more than enough data to satisfy the honest inquirer that Jesus did indeed walk this earth.
In Lesson 10 of TrueU: Is the Bible Reliable?, Dr. Stephen Meyer presents some of this evidence:
"In religious sources, in the Bible itself, you’ve got the gospel of Matthew, Mark, Luke and John, which now look increasingly like very significant historical sources in their own rights. We don’t just need extra-Biblical sources to corroborate them—they’re very significant pieces of historical writing. We have the Acts of the Apostles, the NT letters, the ancient creeds of the Christian church; we’ve got the apocryphal literature. We have the Gnostic gospels that come later that are maybe not as historically valuable, but still mention Jesus as well. We have the writings of the early church fathers. We have the Mishnah, a Jewish source, which gives an unflattering picture of Jesus, but one which nevertheless establishes his historical existence.
Jesus of Nazareth as a Historical Person:
- Gospels of Matthew, Mark, Luke and John
- The Acts of the Apostles
- New Testament letters
- Ancient creeds
- Apocryphal literature
- Gnostic gospels
- Early church fathers
- The Mishnah (ca. 70-200 A.D.)
- Historians of the 1st and 2nd centuries A.D.
And we have all the historians of the 1st and 2nd century. I just mentioned a few, but in addition to Joesphus and Tactitus, there’s Bar-Serapion and Justin Martyr, we’ve also got Suetonius, Pliny the Younger Lucian, Celsus.
Historians Mentioning Jesus
- Titus Flavius Josephus, Yosef Ben Matityahu (ca. 37-100 A.D.)
- Publius Gaius Cornelius Tactius (ca. 56-117 A.D.)
- Mara Bar-Serapion (late 1st century A.D.)
- Flavius lustinus, Justin Martyr (ca. 100-165 A.D.)
- Gaius Suetonius Tranquillus (ca. 69-130 A.D.)
- Pliny the Younger, (ca. 61-113 A.D.)
- Lucian of Samosata (ca. 125-180 A.D.)
- Celsus (late 2nd-century A.D.)" 
For those interested in a more in-depth look at the ancient non-Christian sources attesting to Jesus' existence and deeds, please see here.
For a look at more of our answers to common objections, see here.
Courage and Godspeed,
1. TrueU: Is the Bible Reliable?, Lesson 10: The Trial of Jesus with Dr. Stephen Meyer.