SB 11.11.10

daivādhīne śarīre ’smin
 guṇa-bhāvyena karmaṇā
vartamāno ’budhas tatra
 kartāsmīti nibadhyate
daiva — of one’s previous fruitive activities; adhīne — which is under the influence; śarīre — in the material body; asmin — in this; guṇa — by the modes of nature; bhāvyena — which are produced; karmaṇā — by fruitive activities; vartamānaḥ — being situated; abudhaḥ — one who is foolish; tatra — within the bodily functions; kartā — the doer; asmi — I am; iti — thus; nibadhyate — is bound up.
An unintelligent person situated within the body created by his previous fruitive activities thinks, “I am the performer of action.” Bewildered by false ego, such a foolish person is therefore bound up by fruitive activities, which are in fact carried out by the modes of nature.

As stated in Bhagavad-gītā (3.27):

prakṛteḥ kriyamāṇāni
 guṇaiḥ karmāṇi sarvaśaḥ
 kartāham iti manyate

The living entity is dependent on the supreme entity, Lord Kṛṣṇa, but because of false pride he ignores the Supreme Personality of Godhead and considers himself to be the performer of action and enjoyer of everything. Śrīla Madhvācārya states that just as a king punishes a rebellious subject, the Supreme Lord punishes the sinful living entity by forcing him to transmigrate from one body to another in the network of the illusory energy.