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"So don't think that: 'Because I have become a devotee, there will be no danger, no suffering.' Prahlāda Mahārāja suffered so much. The Pāṇḍavas suffered so much. Haridāsa Ṭhākura suffered so much. But we should not be disturbed by those sufferings. We must have firm faith, firm conviction that: 'Kṛṣṇa is there. He'll give me protection.' Kaunteya pratijānīhi na me bhaktaḥ praṇaśyati (BG 9.31). Don't try to take benefit of other shelter than Kṛṣṇa. Always take to Kṛṣṇa.
Kṛṣṇa says: kaunteya pratijānīhi na me bhaktaḥ praṇaśyati. 'My dear Arjuna, you can declare it to the public that My devotees are never vanquished.' Why declaration was advised to be made by Arjuna? Why He did not declare Himself? There is some point. Because this declaration, if Kṛṣṇa makes, there may be violation because sometimes He violates His promise. But if His devotee promises, it will be never violated. That is Kṛṣṇa's business. 'Oh, My devotee has declared this. I must see that it must be executed.' That is Kṛṣṇa's position. He's so much attached to His devotee. Therefore He said that: 'You declare. If I declare, people may not believe it. But if you declare, they'll believe it. Because you are devotee. Your declaration will never be...'
Yasya prasādād bhagavat-prasādaḥ. Kṛṣṇa wants to see that: 'My devotee's promise is fulfilled. My promise may not be fulfilled, may be broken.' So this is Kṛṣṇa consciousness. We must take to Kṛṣṇa consciousness in, at all circumstances, even it's the most dangerous position. We must keep our faith in Kṛṣṇa's lotus feet, and there will be no danger."
(Srila Prabhupada Lecture, Los Angeles, April 17, 1973)