Srimad Bhagavatam Canto 03, Chapter 02, Text 25

SB 3.2.25

vasudevasya devakyam
 jato bhojendra-bandhane
cikirsur bhagavan asyah
 sam ajenabhiyacitah
 
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
The Personality of Godhead, Lord Sri Krsna, being prayed to by Brahma to bring welfare to the earth, was begotten by Vasudeva in the womb of his wife Devaki in the prison of the King of Bhoja.
 
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
Although there is no difference between the Lord’s pastimes of appearance and disappearance, the devotees of the Lord do not generally discuss the subject matter of His disappearance. Vidura inquired indirectly from Uddhava about the incident of the Lord’s disappearance by asking him to relate krsna-katha, or topics on the history of Lord Krsna. Thus Uddhava began the topics from the very beginning of His appearance as the son of Vasudeva and Devaki in the prison of Kamsa, the King of the Bhojas, at Mathura. The Lord has no business in this world, but when He is so requested by devotees like Brahma, He descends to the earth for the welfare of the entire universe. This is stated in Bhagavad-gita (4.8): paritranaya sadhunam vinasaya ca duskrtam/ dharma-samsthapanarthaya sambhavami yuge yuge.
 
Srimad Bhagavatam Canto 03, Chapter 02, Text 24
Srimad Bhagavatam Canto 03, Chapter 02, Text 26