In the Śrīmad-Bhāgavatam, Tenth Canto, 16th Chapter, 13th verse, there is the following description. When Kṛṣṇa was chastising the Kāliyanāga in the Yamunā, the big snake wrapped his coils all over Kṛṣṇa's body, and upon seeing Kṛṣṇa in this situation, all His dear cowherd friends became greatly disturbed. Out of bereavement, distress and fearfulness, they became bewildered and began to fall on the ground. Because the cowherd boys were under the illusion that Kṛṣṇa could be in some mishap, their symptoms are not at all astonishing; they had dedicated their friendship, their possessions, their desires and their very selves to Kṛṣṇa.
When Kṛṣṇa entered the Yamunā River, which had become very poisonous from the presence of Kāliya, Mother Yaśodā feared all kinds of mishaps, and she was breathing hotly. Tears from her eyes were soaking her clothes, and she was almost collapsing.
Similarly, when the Śaṅkhāsura demon was attacking Kṛṣṇa's queens one after another, Lord Baladeva became more and more bluish.
In the Haṁsadūta, the following incident is described: The gopīs requested Haṁsadūta to search after the marks of Kṛṣṇa's lotus feet and to accept them as Lord Brahmā had accepted them on his helmet after he had stolen all Kṛṣṇa's cowherd boys. Regretting his challenge to Kṛṣṇa, Lord Brahmā had bowed down before the Lord, and his helmet became marked with the footprints of Kṛṣṇa. The gopīs reminded Haṁsadūta that sometimes even the great sage Nārada becomes very ecstatic by seeing these footprints, and sometimes great liberated sages also aspire to see them. "You should therefore seek very enthusiastically to find the footprints of Kṛṣṇa," they urged. This is another instance of devotional service in compassion.
There is another instance when Sahadeva, the younger brother of Nakula, became greatly gladdened at seeing the effulgent glowing of Kṛṣṇa's footprints. He began to cry and call out, "Mother Mādrī! Where are you now? Father Pāṇḍu! Where are you now? I am very sorry that you are not here to see these footprints of Kṛṣṇa!" This is another instance of devotional service in compassion.
In such devotional service in compassion there are sometimes smiling symptoms, but never is there any stress or lamentation. The basic principle is always ecstatic love. The apprehension of some mishap to Kṛṣṇa or to His beloved queens, as exhibited by Baladeva and Yudhiṣṭhira, has been explained above. This apprehension is not exactly due to their ignorance of the inconceivable potencies of Kṛṣṇa but to their intense love for Him. This kind of apprehension of some mishap to Kṛṣṇa first of all becomes manifested as an object of lamentation, but gradually it develops into such compassionate loving ecstasy that it turns to another channel and gives transcendental pleasure.