Srimad Bhagavatam Canto 11, Chapter 31, Text 06

SB 11.31.6

lokabhiramam sva-tanum
 dagdhva dhamavisat svakam
Without employing the mystic agneyi meditation to burn up His transcendental body, which is the all-attractive resting place of all the worlds and the object of all contemplation and meditation, Lord Krsna entered into His own abode.
A yogi empowered to select the moment of leaving his body can cause it to burst into flames by engaging in the yogic meditation called agneyi, and thus he passes into his next life. The demigods similarly employ this mystic fire when being transferred to the spiritual world. But the Supreme Personality of Godhead is completely different from conditioned souls like yogis and demigods, since the Lord’s eternal, spiritual body is the source of all existence, as indicated here by the words lokabhiramam sva-tanum. Lord Krsna’s body is the source of pleasure for the entire universe. The word dharana-dhyana-mangalam indicates that those trying for spiritual elevation through meditation and yoga achieve all auspiciousness through meditation on the Lord’s body. Since yogis are liberated simply by thinking of Lord Krsna’s body, that body is certainly not material and therefore not subject to burning by mundane mystic fire or any other type of fire.
Srila Visvanatha Cakravarti Thakura reminds us of Lord Krsna’s statement in the Eleventh Canto, Chapter Fourteen, verse 37: vahni-madhye smared rupam mamaitad dhyana-mangalam. “Within the fire one should meditate upon My form, which is the auspicious object of all meditation.” Since Lord Krsna’s transcendental form is present within fire as the maintaining principle, how can fire affect that form? Thus although the Lord appeared to enter the mystic yoga trance, the word adagdhva indicates that the Lord, since His body is purely spiritual, bypassed the formality of burning and directly entered His own abode in the spiritual sky. This point has also been elaborately explained by Srila Jiva Gosvami in his commentary to this verse.
Srimad Bhagavatam Canto 11, Chapter 31, Text 05
Srimad Bhagavatam Canto 11, Chapter 31, Text 07