This verse appears in the Śrīmad-Bhāgavatam (7.5.32). When the great sage Nārada was giving instructions to Mahārāja Yudhiṣṭhira, he narrated the activities of Prahlāda Mahārāja. This verse was spoken by Prahlāda Mahārāja to his father, Hiraṇyakaśipu, the king of demons. Prahlāda Mahārāja had informed his father of the nine basic processes of bhakti-yoga, explaining that whoever takes to these processes is to be considered a highly learned scholar. Hiraṇyakaśipu, however, did not like his son to talk about devotional service; therefore he immediately called Prahlāda’s teacher, Ṣaṇḍa. The teacher explained that he had not taught devotional service to Prahlāda but that the boy was naturally inclined that way. At that time Hiraṇyakaśipu became very angry and asked Prahlāda why he had become a Vaiṣṇava. In answer to this question, Prahlāda Mahārāja recited this verse to the effect that one cannot become the Lord’s devotee without receiving the mercy and blessings of another devotee.