The extant manuscripts of the Brit Chadashah are written in Koine Greek, though undoubtedly the Hebraic mindset permeates the writings, since all of its authors were first century Torah-observant Jews who were intimately acquainted with the Tanakh (as was the Mashiach Yeshua, of course). External evidence that Matthew originally wrote his Gospel in Hebrew reaches as far back as Papias of Hierapolis, of the second century CE. Eusebius quoted Papias: "Matthew collected the oracles in the Hebrew language" (The Ecclesiastical History, III, XXXIX, 16). This is corroborated later in the Babylonian Talmud (Shabbat 116a), the Jerusalem Talmud (Shabbat 15c), as well as the Tosefta (Shabbat 13:5), where debate rages concerning the destruction of the scrolls of the Brit Chadashah: Should they be burned since they contain the divine Name (i.e., YHVH)? This debate clearly documents that the gospel was extant in Hebrew in early church history.
By correlating direct and indirect quotations of the Tanakh (and LXX) as well as by contextualizing the Greek constructions into their Hebrew counterparts, translators of the New Testament into Hebrew (such as F. Delitzsch, Salkinson and Ginsburg) are able to infer Hebrew equivalents. In some cases this is straightforward: the Title "First and the Last" occurs both in the Tanakh and in the Brit Chadashah. In other cases, however, contextualization is the key: the word Theos (1,000 times), Kurios (600 times), Christ (555 times), and so on, all derive their meaning from the overarching context of Jewish history, culture and collective hermeneutic.