Srimad Bhagavatam Canto 01, Chapter 10, Text 32

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SB 1.10.32

ajata-satruh prtanam
gopithaya madhu-dvisah
parebhyah sankitah snehat
prayunkta catur-anginim
 
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
Maharaja Yudhisthira, although no one’s enemy, engaged four divisions of defense [horse, elephant, chariot and army] to accompany Lord Krsna, the enemy of the asuras [demons]. The Maharaja did this because of the enemy, and also out of affection for the Lord.
 
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
Natural defensive measures are horses and elephants combined with chariots and men. Horses and elephants are trained to move to any part of the hills or forests and plains. The charioteers could fight with many horses and elephants by the strength of powerful arrows, even up to the standard of the brahmastra (similar to modern atomic weapons). Maharaja Yudhisthira knew well that Krsna is everyone’s friend and well-wisher, and yet there were asuras who were by nature envious of the Lord. So out of fear of attack from others and out of affection also, he engaged all varieties of defensive forces as bodyguards of Lord Krsna. If required, Lord Krsna Himself was sufficient to defend Himself from the attack of others who counted the Lord as their enemy, but still He accepted all the arrangements made by Maharaja Yudhisthira because He could not disobey the King, who was His elder cousin. The Lord plays the part of a subordinate in His transcendental sporting, and thus sometimes He puts Himself in the care of Yasodamata for His protection in His so-called helplessness of childhood. That is the transcendental lila, or pastime of the Lord. The basic principle for all transcendental exchanges between the Lord and His devotees is exhibited to enjoy a transcendental bliss for which there is no comparison, even up to the level of brahmananda.
Srimad Bhagavatam Canto 01, Chapter 10, Text 31
Srimad Bhagavatam Canto 01, Chapter 10, Text 33