Thus condemned by the brāhmaṇa, Arjuna empowered himself with a mystic yoga perfection so that he could travel to any planet to find the brāhmaṇa's baby. It seems that Arjuna had mastered the mystic yoga power by which yogīs can travel to any planet they desire. He first of all went to the planet known as Yamaloka, where the superintendent of death, Yamarāja, lives. There he searched for the brāhmaṇa's baby, but was unable to find him. He then immediately went to the planet where the King of heaven, Indra, lives. When unable to find the baby there, he went to the planet of the fire demigod, then to the planet of the Nirṛti demigod, and then to the moon planet. Then he went to Vāyuloka and Varuṇaloka. When unable to find the baby on those planets, he went down to the Rasātala planet, the lowest of the planetary systems. After traveling to all these different planets, he finally went to Brahmaloka, where even mystic yogīs cannot go. By the grace of Lord Kṛṣṇa, Arjuna had that power, and he went above the heavenly planets to Brahmaloka. When he was unable to find the baby even after searching all possible planets, he then attempted to throw himself into a fire, since he had promised the brāhmaṇa he would do so if unable to bring back his baby. Lord Kṛṣṇa, however, was very kind toward Arjuna because Arjuna was the most intimate friend of the Lord. Lord Kṛṣṇa persuaded Arjuna not to enter the fire in disgrace. Kṛṣṇa indicated that since Arjuna was His friend, if he were to enter the fire in hopelessness, indirectly it would be a blemish on Him. Lord Kṛṣṇa therefore checked Arjuna, assuring him that He would find the baby. He told Arjuna, "Do not foolishly commit suicide."
After addressing Arjuna in this way, Lord Kṛṣṇa called for His transcendental chariot. He mounted it along with Arjuna and proceeded north. Lord Kṛṣṇa, the all-powerful Personality of Godhead, could have brought the child back without effort, but we should always remember that He was playing the part of a human being. As a human being has to endeavor to achieve certain results, so Lord Kṛṣṇa, like an ordinary human being, or like His friend Arjuna, left Dvārakā to bring back the brāhmaṇa's baby. By appearing in human society and exhibiting His pastimes as a human being, Kṛṣṇa definitely showed that there was not a single personality greater than He. "God is great." That is the definition of the Supreme Personality of Godhead. So at least within this material world, while He was present, Kṛṣṇa proved that there was no greater personality within the universe.