Holy Father is a name of God that simply highlights His characteristic of holiness. Jesus (Yeshua‘) knew Him as His Father and so it was natural for Him to pray to God in this way. The name is a variation on the way that Jesus taught us to pray to “Our Father.”
Holy Father in Greek:
Strong’s Concordance numbers: 3962, 40
Bible reference: John 17:11
I will remain in the world no longer, but they are still in the world, and I am coming to you. Holy Father, protect them by the power of your name, the name you gave me, so that they may be one as we are one. (John 17:11)
Similar names for God are the Holy One and Holy God. Jesus is called the Holy and righteous one and the Holy One of God.