While we may not always make the connection, one biblical event that is related to the Sacred Heart devotion is when St. Thomas approaches Jesus after his resurrection.
St. Thomas didn't believe that Jesus rose from the dead and so when Jesus finally approached Thomas, he said to him, "Put your finger here, and see my hands; and put out your hand, and place it in my side; do not be faithless, but believing" (John 20:27)
This image is a beautiful one that has many spiritual connections to the Sacred Heart deovtion.
Touch the exposed Heart of Jesus
Pope Pius XII reflects on this event in the Gospel in his encyclical on the Sacred Heart.
[T]here have always been men specially dedicated to God who, following the example of the beloved Mother of God, of the Apostles and the great Fathers of the Church, have practiced the devotion of thanksgiving, adoration and love towards the most sacred human nature of Christ, and especially towards the wounds by which His body was torn when He was enduring suffering for our salvation.
Moreover, is there not contained in those words "My Lord and My God," which St. Thomas the Apostle uttered, and which showed he had been changed from an unbeliever into a faithful follower, a profession of faith, adoration and love, mounting up from the wounded human nature of his Lord to the majesty of the divine Person?
Pope Benedict XVI similarly saw in this encounter a deep connection to the Sacred Heart. He reflected on this passage in his book (published before he was pope), entitled Behold The Pierced One.
All of us are Thomas, unbelieving; but, like him, all of us can touch the exposed Heart of Jesus and thus touch and behold the Logos himself. So, with our hands and eyes fixed upon this Heart, we can attain to the confession of faith: “My Lord and my God!”
Many of us are "unbelieving," even if we profess to be a Christian. We intellectually know God's love for us, but we have never experienced it and are often skeptical of supernatural things.
We should all imagine Jesus in front of us now, guiding our hands into his Sacred Heart. We may be hesitant to accept such an invitation, but Jesus is there waiting for us, desiring to pour out his love into our own hearts.
