In Srimad-Bhagavatam (10.29.15) it is stated:

The word kama means lusty desire, bhaya means fear, and krodha means anger. If one somehow or other approaches Krsna, his life becomes successful. The gopis approached Krsna with lusty desire. Krsna was a very beautiful boy, and they wanted to meet and enjoy His company. But this lusty desire is different from that of the material world. It appears like mundane lust, but in actuality it is the highest form of attraction to Krsna. Caitanya Mahaprabhu was a sannyasi; He left home and everything else. He could certainly not be induced by any mundane lusty desires. So when He used the word madana-dahane ("in the fire of lusty desire"), He meant that out of pure love for Krsna He was burning in the fire of separation from Krsna. Whenever He met Jagannatha, either in the temple or during the Ratha-yatra, Caitanya Mahaprabhu used to think, "Now I have gotten the Lord of My life and soul."