What does the Bible say about carrying weapons for our own protection?
Though I am sure there are those who would take exception to my answer, I think this can be answered from a couple of perspectives. First, in the OT we find that God's people obviously kept weapons to defend themselves and their nation. Abraham is a case in point in connection with Lot.
Further, in order to demonstrate His power over the demons and Satan's kingdom, the Lord, it seems, drew on what He considered a basic right that people have and seek to exercise against those who would harm their families or plunder their homes to illustrate His point. He said, "Or how can anyone enter the strong man's house and carry off his property, unless he first binds the strong man? And then he will plunder his house.." The point being that a strong man would seek to protect his property unless he was first bound in some way.
More specifically, in Luke 22:35-38 we read, "And He said to them, "When I sent you out without purse and bag and sandals, you did not lack anything, did you?" And they said, "No, nothing." And He said to them, "But now, let him who has a purse take it along, likewise also a bag, and let him who has no sword sell his robe and buy one. "For I tell you, that this which is written must be fulfilled in Me, 'And He was numbered with transgressors'; for that which refers to Me has its fulfillment." And they said, "Lord, look, here are two swords." And He said to them, "It is enough."
While with His disciples on earth the Lord both provided for and evidently protected them, but in His physical absence, a new condition would exist in which they were responsible to take a purse, a bag, and even a sword for self protection, though not for the purpose of establishing the Kingdom. Personally, I can't see any other purpose for a sword other than self protection. However, note that two swords among the disciples was deemed sufficient.
In principle, at least, this seems to give the right to keep arms for personal defense. Our forefathers certainly believed that and provided for it in our Constitution. Further, our forefathers were, for the most part, biblical in their beliefs and orientation.
I am certainly no expert on this, but this is my personal conviction based on the Scriptures mentioned.
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