This verse from the Lalita-mādhava (1.23) is spoken by Paurṇamāsī in a conversation with Gārgī.
Kṛṣṇa states in the Bhagavad-gītā (BG 2.45), trai-guṇya-viṣayā vedā nistrai-guṇyo bhavārjuna. Thus He advised Arjuna to rise above the modes of material nature, for the entire Vedic system is filled with descriptions involving sattva-guṇa, rajo-guṇa and tamo-guṇa. People are generally covered by the quality of rajo-guṇa and are therefore unable to understand the pastimes of Kṛṣṇa with the gopīs of Vraja. Moreover, the quality of tamo-guṇa further disturbs their understanding. In Vṛndāvana, however, although Kṛṣṇa is covered by the hazy darkness of the dust, the gopīs can nevertheless understand that within the dust storm is Kṛṣṇa. Because they are His topmost devotees, they can perceive His hand in everything. Thus even in the dark or in a hazy storm of dust, devotees can understand what Kṛṣṇa is doing. The purport of this verse is that under no circumstances is Kṛṣṇa ever lost to the vision of exalted devotees like the gopīs.