Devibhagavatapurana 4.25.46

4.25.46

gorajaḥkīrṇakeśastu bhramanvṛndāvane ghane |
mleccharājabhayatrasto gato dvāravatīṃ punaḥ ||

O Omnipresent One! I had to leave my dear ancestral place, the city of Mathurâ, a rare place to be found anywhere else, out of the great fear of Kâla Yavana, the king of the Mlechchas and had to go to Dwârakâ city.