Srimad-Bhagavatam: Canto 11 - Chapter 1 - Verse 13

Sanskrit:

अर्थे ह्यविद्यमानेऽपि संसृतिर्न निवर्तते ।ध्यायतो विषयानस्य स्वप्नेऽनर्थागमो यथा ॥ १३ ॥

ITRANS:

arthe hy avidyamāne ’pisaṁsṛtir na nivartatedhyāyato viṣayān asyasvapne ’narthāgamo yathā

Translation:

Actually, the living entity is transcendental to material existence. But because of his mentality of lording it over material nature, his material existential condition does not cease, and, just as in a dream, he is affected by all sorts of disadvantages.

Purport:

This same verse and other very similar verses occur elsewhere in the Śrīmad-Bhāgavatam: Third Canto, Chapter Twenty-seven, verse 4; Fourth Canto, Chapter Twenty-nine, verses 35 and 73; and Eleventh Canto, Chapter Twenty-two, verse 56. In fact, this verse completely explains the essence of illusion.