Holy innocents is a term that refers to the children talked about in Matthew, Chapter 2, verses 16-18.
When Herod realized that he had been outwitted by the Magi, he was furious, and he gave orders to kill all the boys in Bethlehem and its vicinity who were two years old and under, in accordance with the time he had learned from the Magi. Then what was said through the prophet Jeremiah was fulfilled.
"A voice is heard in Ramah, weeping and great mourning, Rachel weeping for her children and refusing to be comforted, because they are no more." (Quoted from Jeremiah 31:15)
These are all the male children aged 2 and under that were murdered because Herod sought the life of the Infant Jesus.