The purpose of pranayama, or mystic yoga, is to stop the mind and senses from engaging in fruitive activities. The so-called yogis who practice in Western countries have no idea of this. The aim of pranayama is not to make the body strong and fit for working hard. The aim is worship of Krsna.

So-called yogis, without knowledge of the real purpose of yoga, practice it in order to keep the body fit. Thus they engage themselves in fruitive activities, and thus they are bound by desire to accept another body. They are not aware that the ultimate goal of life is to approach Krsna. In order to save such yogis from wandering throughout the different species of life, the sastras warn that in this age such yogic practice is simply a waste of time. The only means of elevation is the chanting of the Hare Krsna maha-mantra.

In this age this practice of yoga is misunderstood by fallen souls who are not capable of practicing anything. Consequently the sastras enjoin: kalau nasty eva nasty eva nasty eva gatir anyatha. The conclusion is that unless the karmis, jnanis and yogis come to the point of devotional service to Lord Krsna, their so-called austerities and yoga have no value. Naradhitah: if Hari, the Supreme Personality of Godhead, is not worshiped, there is no point in practicing meditational yoga, performing karma-yoga or culturing empiric knowledge. As far as pranayama is concerned, chanting of the holy name of the Lord and dancing in ecstasy are also considered pranayama.

The actual aim [of pranayama] is to strengthen the mind and senses in order to engage them in devotional service. In the present age this determination can be very easily acquired simply by chanting the holy names — Hare Krsna, Hare Krsna, Krsna Krsna, Hare Hare / Hare Rama, Hare Rama, Rama Rama, Hare Hare.

From Srila Prabhupada’s purport to Srimad-Bhagavatam 4.23.8