The Lord left in His own body.

In conformity with the Vedic hymns (nityo nityanam cetanas cetananam), the Personality of Godhead is more excellent than all other living beings within all the universes in the material world. He is the chief of all living entities; no one can surpass Him or be equal to Him in wealth, strength, fame, beauty, knowledge or renunciation. When Lord Krishna was within this universe, He seemed to be a human being because He appeared in a manner just suitable for His pastimes in the mortal world. He did not appear in human society in His Vaikuntha feature with four hands because that would not have been suitable for His pastimes. But in spite of His appearing as a human being, no one was or is equal to Him in any respect in any of the six different opulences. Everyone is more or less proud of his opulence in this world, but when Lord Krishna was in human society, He excelled all His contemporaries within the universe. When the Lord’s pastimes are visible to the human eye, they are called prakata, and when they are not visible they are called aprakata. In fact, the Lord’s pastimes never stop, just as the sun never leaves the sky. The sun is always in its right orbit in the sky, but it is sometimes visible and sometimes invisible to our limited vision. Similarly, the pastimes of the Lord are always current in one universe or another, and when Lord Krishna disappeared from the transcendental abode of Dvaraka, it was simply a disappearance from the eyes of the people there. It should not be misunderstood that His transcendental body, which is just suitable for the pastimes in the mortal world, is in any way inferior to His different expansions in the Vaikunthalokas. His body manifested in the material world is transcendental par excellence in the sense that His pastimes in the mortal world excel His mercy displayed in the Vaikunthalokas. In the Vaikunthalokas the Lord is merciful toward the liberated or Nitya-Mukta living entities, but in His pastimes in the mortal world, He is merciful even to the fallen souls who are Nitya-baddha or conditioned forever. The six excellent opulence which He displayed in the mortal world by the agency of His internal potency, yoga-Maya, are rare even in the Vaikunthalokas. All His pastimes were manifested not by the material energy but by His spiritual energy. The excellence of His rasa-lila at Vrndavana and His householder life with sixteen thousand wives is wonderful even for Narayana in Vaikuntha and is certainly so for other living entities within this mortal world. His pastimes are wonderful even for other incarnations of the Lord, such as Sri Rama, Nrsimha and Varaha. His opulence was so superexcellent that His pastimes were adored even by the Lord of Vaikuntha, who is not different from Lord Krishna Himself.

When the Lord was present, persons who were able to satisfy their material hankerings by seeing Him in true perspective were thus able to go back with Him to His kingdom. But those persons who were unable to see the Lord as He is remained attached to material hankerings and were not able to go back home, back to Godhead. When the Lord passed beyond the vision of all, He did so in His original eternal form. The Lord left in His own body; He did not leave His body as is generally misunderstood by the conditioned souls. This statement defeats the false propaganda of the faithless non-devotees that the Lord passed away like an ordinary conditioned soul. The Lord appeared in order to release the world from the undue burden of the nonbelieving asuras, and after doing this; He disappeared from the world’s eyes.

Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “Srimad Bhagavatam”, Third Canto, Chapter 02 – Text 11 & 12