SB 3.25.41

nānyatra mad bhagavataḥ
 pradhāna-puruṣeśvarāt
ātmanaḥ sarva-bhūtānāṁ
 bhayaṁ tīvraṁ nivartate
Synonyms: 
na — not; anyatra — otherwise; mat — than Myself; bhagavataḥ — the Supreme Personality of Godhead; pradhāna-puruṣa-īśvarāt — the Lord of both prakṛti and puruṣa; ātmanaḥ — the soul; sarva-bhūtānām — of all living beings; bhayam — fear; tīvram — terrible; nivartate — is forsaken.
Translation: 
The terrible fear of birth and death can never be forsaken by anyone who resorts to any shelter other than Myself, for I am the almighty Lord, the Supreme Personality of Godhead, the original source of all creation, and also the Supreme Soul of all souls.
Purport: 

It is indicated herein that the cycle of birth and death cannot be stopped unless one is a pure devotee of the Supreme Lord. It is said, hariṁ vinā na mṛtiṁ taranti. One cannot surpass the cycle of birth and death unless one is favored by the Supreme Personality of Godhead. The same concept is confirmed herewith: one may take to the system of understanding the Absolute Truth by one’s own imperfect sensory speculation, or one may try to realize the self by the mystic yoga process; but whatever one may do, unless he comes to the point of surrendering to the Supreme Personality of Godhead, no process can give him liberation. One may ask if this means that those who are undergoing so much penance and austerity by strictly following the rules and regulations are endeavoring in vain. The answer is given by Śrīmad-Bhāgavatam (10.2.32): ye ’nye ’ravindākṣa vimukta-māninaḥ. Lord Brahmā and other demigods prayed to the Lord when Kṛṣṇa was in the womb of Devakī: “My dear lotus-eyed Lord, there are persons who are puffed up with the thought that they have become liberated or one with God or have become God, but in spite of thinking in such a puffed-up way, their intelligence is not laudable. They are less intelligent.” It is stated that their intelligence, whether high or low, is not even purified. In purified intelligence a living entity cannot think otherwise than to surrender. Bhagavad-gītā therefore confirms that purified intelligence arises in the person of a very wise man. Bahūnāṁ janmanām ante jñānavān māṁ prapadyate. After many, many births, one who is actually advanced in intelligence surrenders unto the Supreme Lord.

Without the surrendering process, one cannot achieve liberation. The Bhāgavatam says, “Those who are simply puffed up, thinking themselves liberated by some nondevotional process, are not polished or clear in intelligence, for they have not yet surrendered unto You. In spite of executing all kinds of austerities and penances or even arriving at the brink of spiritual realization in Brahman realization, they think that they are in the effulgence of Brahman, but actually, because they have no transcendental activities, they fall down to material activities.” One should not be satisfied simply with knowing that one is Brahman. He must engage himself in the service of the Supreme Brahman; that is bhakti. The engagement of Brahman should be the service of Parabrahman. It is said that unless one becomes Brahman one cannot serve Brahman. The Supreme Brahman is the Supreme Personality of Godhead, and the living entity is also Brahman. Without realization that he is Brahman, spirit soul, an eternal servitor of the Lord, if one simply thinks that he is Brahman, his realization is only theoretical. He has to realize and at the same time engage himself in the devotional service of the Lord; then he can exist in the Brahman status. Otherwise he falls down.

The Bhāgavatam says that because nondevotees neglect the transcendental loving service of the lotus feet of the Personality of Godhead, their intelligence is not sufficient, and therefore these persons fall down. The living entity must have some activity. If he does not engage in the activity of transcendental service, he must fall down to material activity. As soon as one falls down to material activity, there is no rescue from the cycle of birth and death. It is stated here by Lord Kapila, “Without My mercy” (nānyatra mad bhagavataḥ). The Lord is stated here to be Bhagavān, the Supreme Personality of Godhead, indicating that He is full of all opulences and is therefore perfectly competent to deliver one from the cycle of birth and death. He is also called pradhāna because He is the Supreme. He is equal to everyone, but to one who surrenders to Him He is especially favorable. It is also confirmed in Bhagavad-gītā that the Lord is equal to everyone — no one is His enemy and no one is His friend — but that to one who surrenders unto Him He is especially inclined. By the grace of the Lord, simply by surrendering unto Him one can get out of this cycle of birth and death. Otherwise, one may go on in many, many lives and may many times attempt other processes for liberation.