Isaiah 42:6: "'I am the LORD; I have called you in righteousness; I will take you by the hand and keep you; I will give you as a covenant for the people, a light for the nations'"
John 10:1-3: "1 'Truly, truly, I say to you, he who does not enter the sheepfold by the door but climbs in by another way, that man is a thief and a robber. 2 But he who enters by the door is the shepherd of the sheep. 3 To him the gatekeeper opens. The sheep hear his voice, and he calls his own sheep by name and leads them out.'"
John 10:27-28: "27 'My sheep hear my voice, and I know them, and they follow me. 28 I give them eternal life, and they will never perish, and no one will snatch them out of my hand.'"
Psalm 121:8: "The LORD will keep your going out and your coming in from this time forth and forevermore."
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Isaiah 42:6 seems to appear in "Take my hand," which recurs throughout the hymn, and in "Hold my hand" in the second and third verses. The other passages appear in "Lead me on," which appears twice in the first verse, in "Guide my feet" in the third, and in "Lead me home" at the end of each verse.
Here's a link to an NPR segment about the hymn, which includes comments from Thomas A. Dorsey, who wrote it.
