Srimad Bhagavatam Canto 04, Chapter 29, Text 35

 SB 4.29.35

arthe hy avidyamane ’pi
 samsrtir na nivartate
manasa linga-rupena
 svapne vicarato yatha
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
Sometimes we suffer because we see a tiger in a dream or a snake in a vision, but actually there is neither a tiger nor a snake. Thus we create some situation in a subtle form and suffer the consequences. These sufferings cannot be mitigated unless we are awakened from our dream.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:  
As stated in the Vedas, the living entity is always separate from two kinds of material bodies — the subtle and the gross. All our sufferings are due to these material bodies. This is explained in Bhagavad-gita (2.14):
matra-sparsas tu kaunteya
agamapayino ’nityas
 tams titiksasva bharata
“O son of Kunti, the nonpermanent appearance of happiness and distress, and their disappearance in due course, are like the appearance and disappearance of winter and summer seasons. They arise from sense perception, O scion of Bharata, and one must learn to tolerate them without being disturbed.” Lord Krsna thus informed Arjuna that all the distresses brought about by the body come and go. One has to learn how to tolerate them. Material existence is the cause of all our sufferings, for we do not suffer once we are out of the material condition. The Vedas therefore enjoin that one should factually understand that he is not material but is actually Brahman (aham brahmasmi). This understanding cannot be fully realized unless one is engaged in Brahman activities, namely devotional service. To get free from the material conditions, one has to take to Krsna consciousness. That is the only remedy.
Srimad Bhagavatam Canto 04, Chapter 29, Text 34
Srimad Bhagavatam Canto 04, Chapter 29, Text 36-37