SB 11.28.13

arthe hy avidyamāne ’pi
 saṁsṛtir na nivartate
dhyāyato viṣayān asya
 svapne ’narthāgamo yathā
Synonyms: 
arthe — real cause; hi — certainly; avidyamāne — not existing; api — although; saṁsṛtiḥ — the material existential condition; na — not; nivartate — does cease; dhyāyataḥ — contemplating; viṣayān — objects of the senses; asya — of the living entity; svapne — in a dream; anartha — of disadvantages; āgamaḥ — arrival; yathā — like.
Translation: 
Actually, the living entity is transcendental to material existence. But because of his mentality of lording it over material nature, his material existential condition does not cease, and, just as in a dream, he is affected by all sorts of disadvantages.
Purport: 

This same verse and other very similar verses occur elsewhere in the Śrīmad-Bhāgavatam: Third Canto, Chapter Twenty-seven, verse 4; Fourth Canto, Chapter Twenty-nine, verses 35 and 73; and Eleventh Canto, Chapter Twenty-two, verse 56. In fact, this verse completely explains the essence of illusion.