Jesus is the logos (λόγος) incarnate - which is what we celebrate in December; the incarnation of the logos and NOT Jesus' birthday party. Therefore in the OT, he is known as Adonai (which is Lord vs LORD) - Please read this.
The most common OT scripture to address this is:
Psalm 110:1 YLT
A Psalm of David. The affirmation of Jehovah (LORD) to my Lord: `Sit at My
right hand, Till I make thine enemies thy footstool.'
Which is to say:
"The LORD (YHWH) said to my Lord (Adonai) 'Sit at My right hand, till
I make Your enemies Your footstool."
Which is then connected to the New Testament:
Mark 16:19 ESV
So then the Lord Jesus, after he had spoken to them, was taken up into
heaven and sat down at the right hand of God.
Added reference from this site
Adon, in Hebrew, means “lord.” The form Adonai, used 439 times in the
Bible, can be rendered either as “my Lord” or simply as “Lord.”
(Linguists offer various explanations for the element -ai. Is it a
possessive pronoun denoting “my” or does it indicate a plural of
majesty?) Thus, we find Exodus 15:17 translated most frequently as
“the sanctuary, O Lord [Adonai],* which thy hands have established”
(KJV) but, sometimes, as “the sanctuary, my Lord, which your hands
have established.”1 Since Adonai and Yahweh are both typically
translated as “Lord,” many modern Bibles—following a suggestion first
made by William Tyndale in 1530—render Yahweh as “LORD” in small
capital letters, and Adonai as “Lord.” So, “The Lord [Yahweh] appeared
to him” (Genesis 18:1), but “Let me take it upon myself to speak to
the Lord [Adonai], I who am but dust and ashes” (Genesis 18:27). The
NRSV only confuses things, however, by rendering Adonai as both “Lord”
When used individually, both terms are translated as “Lord,” but to
avoid the awkward appellation “Lord Lord,” the KJV and NRSV render the
expression as “Lord God.” (Here too, small capital letters are used to
indicate that the base word is Yahweh.) “Lord Yahweh” is also used.
The combination Adonai Yahweh appears 310 times in the Bible, mostly
in the prophetic literature, where the prophets often begin their
speeches by saying, “Thus says Adonai Yahweh.”
To directly answer your question:
Jesus was called Adonai in the Old Testament, however you will find it in translated in English bibles as Lord
- single capital. We learn that when God made the word (Logos) incarnate (became flesh) by impregnating Mary via the Holy Ghost. Mary is known by the title of Theotokos - God-bearer.
For illustration purposes: