Śukadeva Gosvāmī then said to Mahārāja Parīkṣit: O Viṣṇudatta, those who already know that the soul is separate from the body, who are liberated from the invincible knot in the heart, who are always engaged in welfare activities for all living entities and who never contemplate harming anyone are always protected by the Supreme Personality of Godhead, who carries His disc [the Sudarśana cakra] and acts as supreme time to kill the demons and protect His devotees. The devotees always take shelter at the lotus feet of the Lord. Therefore at all times, even if threatened by decapitation, they remain unagitated. For them, this is not at all wonderful.
These are some of the great qualities of a pure devotee of the Supreme Personality of Godhead. First, a devotee is firmly convinced of his spiritual identity. He never identifies with the body; he is firmly convinced that the spirit soul is different from the body. Consequently he fears nothing. Even though his life may be threatened, he is not at all afraid. He does not even treat an enemy like an enemy. Such are the qualifications of devotees. Devotees are always fully dependent on the Supreme Personality of Godhead, and the Lord is always eager to give them all protection in all circumstances.
(Śrīmad-Bhāgavatam 5.9.20, Translation and Purport)