We read from Bhagavad-gita As It Is, Chapter Three: “Karma-yoga.”
tasmat tvam indriyany adau niyamya bharatarsabha papmanam prajahi hy enam jnana-vijnana-nasanam
Therefore, O Arjuna, best of the Bharatas, in the very beginning curb this great symbol of sin [lust] by regulating the senses, and slay this destroyer of knowledge and self-realization.
PURPORT by Srila Prabhupada
The Lord advised Arjuna to regulate the senses from the very beginning so that he could curb the great