Madhya 6.147

This is also confirmed in Bhagavad-gita (15.15), where the Lord says, vedais ca sarvair aham eva vedyah. The ultimate object in all Vedic literature is Krsna. Everyone is searching for Him. This is also confirmed elsewhere in Bhagavad-gita:

"After many births and deaths, he who is actually in knowledge surrenders unto Me, knowing Me to be the cause of all causes and all that is. Such a great soul is very rare." (Bg. 7.19)

When one has actually become wise through the study of Vedic literature, he surrenders unto Vasudeva, Bhagavan Sri Krsna. This is also confirmed in Srimad-Bhagavatam (1.2.7-8):

Understanding Vasudeva is real knowledge. By engaging in the devotional service of Vasudeva, Krsna, one acquires perfect knowledge and Vedic understanding. Thus one becomes detached from the material world. This is the perfection of human life. Although one may perfectly follow religious rituals and ceremonies, he is simply wasting his time (srama eva hi kevalam) if he does not attain this perfection.

Before the creation of the cosmic manifestation, the Supreme Personality of Godhead possessed His totally transcendental mind and eyes. That Supreme Personality of Godhead is Krsna. A person may think that there is no direct statement about Krsna in the Upanisads, but the fact is that the Vedic mantras cannot be understood by people with mundane senses. As stated in the Padma Purana, atah sri krsna namadi na bhaved grahyam indriyaih: a person with mundane senses cannot fully understand the name, qualities, form and pastimes of Sri Krsna. The Puranas are therefore meant to explain and supplement Vedic knowledge. The great sages present the Puranas in order to make the Vedic mantras understandable for common men (stri-sudra-dvija-bandhunam). Considering that women, sudras and dvija-bandhus (unworthy sons of the twice-born) cannot understand the Vedic hymns directly, Srila Vyasadeva compiled Mahabharata. Actually the Supreme Personality of Godhead is vedesu durlabham (untraceable in the Vedas), but when the Vedas are properly understood or when Vedic knowledge is received from devotees, one can understand that all Vedic knowledge leads to Sri Krsna.

The Brahma-sutra (1.1.3) confirms this fact also: sastra-yonitvat. Commenting upon this Brahma-sutra code (sastra-yonitvat), Sri Madhvacarya says: "The Rg Veda, Yajur Veda, Sama Veda, Atharva Veda, Mahabharata, Pancaratra and the original Valmiki Ramayana are all Vedic literature. Any literature following the conclusive statements of this Vedic literature is also to be considered Vedic literature. That literature which does not conform to Vedic literature is simply misleading."

Therefore when reading Vedic literature, we must take the path traversed by great acaryas: mahajano yena gatah sa panthah. Unless one follows the path traversed by great acaryas, he cannot understand the real purport of the Vedas.