In the Bhagavad-gītā you will find, satataṁ cintayanto mām. So if you keep this practice, always thinking of Kṛṣṇa, then you are not in the material world. You are always in the spiritual world. For practical example: just like there are foreign embassies in foreign countries. So long they are within the embassy, they are not living in the foreign country. That is the law. Suppose I belong to some foreign embassy. So I have done something criminal. So the American government cannot arrest me from the embassy. When I come out, he can arrest. So ships also, when they are on the port of a foreign country, so on the ship also the foreign police force cannot arrest anyone. These are the etiquette, law.
So if it is possible in ordinary dealings, so why not possible spiritually? And that's a fact. If you keep always yourself in Kṛṣṇa consciousness, you do not belong to this material world. Then actually you are part and parcel of Kṛṣṇa, your spiritual identity.