This verse was spoken by Mahārāja Yudhiṣṭhira to Vidura in Śrīmad-Bhāgavatam (SB 1.13.10). Vidura was returning home after visiting sacred places of pilgrimage, and Mahārāja Yudhiṣṭhira was receiving his saintly uncle. In essence, Mahārāja Yudhiṣṭhira was saying, “My dear Lord Vidura, you yourself are a holy place because you are an advanced devotee. People like you always carry Lord Viṣṇu in their hearts. You can revitalize all holy places after they have been polluted by the pilgrimages of sinners.” A sinful person goes to a holy place of pilgrimage to be purified. In a holy place, there are many saintly people and temples of Lord Viṣṇu; however, the holy place becomes infected with the sins of many visitors. When an advanced devotee goes to a holy place, he counteracts all the sins of the pilgrims. Therefore Mahārāja Yudhiṣṭhira addressed Vidura in this way.
Since an advanced devotee carries Lord Viṣṇu within his heart, he is a moving temple and a moving Viṣṇu. An advanced devotee does not need to go to holy places, for wherever he stays is a holy place. In this connection, Narottama dāsa Ṭhākura states, tīrtha-yātrā pariśrama, kevala manera bhrama: visiting holy places is simply another type of bewilderment. Since an advanced devotee does not need to go to a holy place, why does he go? The answer is that he goes simply to purify the place.