Matthew 26:75

‘And Peter remembered the word which Jesus had said, “Before the cock crow, you will deny me three times.” And he went out, and wept bitterly.'

The sound of the cock crow drew to Peter's mind the words that Jesus had spoken to him, ‘before the cock crow you will deny me three times'. And smitten in his conscience he left the courtyard and then broke down in tears. He had meant so well and he had failed his Master. ‘And he wept bitterly.' He had reached the end of himself. (Note how in abbreviating the material, and in order to keep the attention on Peter, he has reduced the cock crows to one).

We should note how all Matthew's attention here is on Peter's downward progress. For more of the other detail we have to go to the other Gospels. But we still have to ask how the writers knew all this. And the answer probably lies with Peter. He had learned to be honest, and had openly admitted his failure to the people of God. And being honest they had recorded what he had told them. No one would have invented such a story against one who was by then universally admired and looked up to. His open admission was evidence of his deep regret, and of his recognition of his own unworthiness.