Although the role of the Holy Spirit in Christian initiation is clearly testified in the Scriptures, there is no record of a particular rite of confirmation. Similarly, the early Christians left no evidence about their specific understanding of a rite of confirmation, although there is some testimony that the bishop used the same oil during the initiation rites.
By the fifth century, the connection was made between anointing and the coming of the Holy Spirit. However, at that time, the anointing happened in conjunction with the water bath and the celebration of the Eucharist - the three rites of initiation. As Christianity spread, the rites of initiation were not celebrated uniformly from place to place. Eventually separate rites of baptism with water, confirmation and first Communion developed.
The sacrament of confirmation is the second sacrament of initiation, following baptism. It essentially consists of a prayer to call down the Holy Spirit and an anointing with sacred Chrism. Through this sacrament, a Christian is given strength and promised the gifts of the Holy Spirit to live out the baptismal responsibilities. The sacrament of confirmation complements baptism, while both lead to the Eucharist. The faithful are born anew in baptism, strengthened by confirmation and sustained by the Eucharist.