Yoga means union. One aspect of yoga according to sage Patanjali is called pratyahara, which means self-control or withdrawal of the senses. In Chapter Eight of the Bhagavad Gita (verses 11 to 15), Lord Krishna gives the description of the Yoga of Self-Control that can leads us to the Supreme state. This Yoga is practiced by living a life of religious studentship through meditation.
In Chapter 8 of the Bhagavad Gita, Shri Krishna addresses an important question posed by Arjuna: How are You (the indestructible) to be realized at the time of death by those of steadfast mind? (Gita 8-2.2) In response, Shri Krishna gives a reply over several paragraphs. At first, Krishna says,
He who departs from the body, thinking of Me alone even at the time of death, attains My state. There is no doubt about it (Gita 8-5).