Jesus kept the Sabbath the way it is supposed to be kept. The Pharisees had loaded the Sabbath down with all sorts of rules and regulations that were not from God and made keeping the Sabbath a burden. Jesus rebuked them:
And he said unto them, The sabbath was made for man, and not man for the sabbath:
Mark 2:27
They did not understand the spirit of the law and their hearts were hard. They thought they were pleasing God when in fact they were not. Notice another time where Jesus rebuked them for putting their traditions ahead of God’s Law:
Then the Pharisees and scribes asked him, Why walk not thy disciples according to the tradition of the elders, but eat bread with unwashen hands?
Mark 7:5-7
He answered and said unto them, Well hath Esaias prophesied of you hypocrites, as it is written, This people honoureth me with their lips, but their heart is far from me.
Howbeit in vain do they worship me, teaching for doctrines the commandments of men.