In Bhagavad-gītā (2.45) Lord Kṛṣṇa told Arjuna:

traiguṇya-viṣayā vedā nistraiguṇyo bhavārjuna nirdvandvo nitya-sattva-stho niryoga-kṣema ātmavān

“The Vedas mainly deal with the subject of the three modes of material nature. Rise above these modes, O Arjuna. Be transcendental to all of them. Be free from all dualities and from all anxieties for gain and safety, and be established in the Self.” The Vedic principles certainly prescribe a gradual process for rising to the spiritual platform, but if one remains attached to the Vedic principles, there is no chance of his being elevated to spiritual life. Kṛṣṇa therefore advised Arjuna to perform devotional service, which is the process of transcendental religion. The transcendental position of devotional service is also confirmed in Śrīmad-Bhāgavatam (1.2.6) . Sa vai puṁsāṁ paro dharmo yato bhaktir adhokṣaje. Bhakti, devotional service, is paro dharmaḥ, transcendental dharma; it is not material dharma. People generally think that religion should be pursued for material profit. This may be suitable for persons interested in material life, but one who is interested in spiritual life should be attached to paro dharmaḥ, the religious principles by which one becomes a devotee of the Supreme Lord ( yato bhaktir adhokṣaje ). The bhāgavata religion teaches that the Lord and the living entity are eternally related and that the duty of the living entity is to surrender to the Lord. When one is situated on the platform of devotional service, one is freed from impediments and completely satisfied ( ahaituky apratihatā yayātmā suprasīdati ). Having been elevated to that platform, Ajāmila began to lament for his past materialistic activities and glorify the name, fame, form and pastimes of the Supreme Personality of Godhead.