At the time of death, the King saw that the deer was sitting by his side, exactly like his own son, and was lamenting his death. Actually the mind of the King was absorbed in the body of the deer, and consequently — like those bereft of Kṛṣṇa consciousness — he left the world, the deer, and his material body and acquired the body of a deer. However, there was one advantage. Although he lost his human body and received the body of a deer, he did not forget the incidents of his past life.
Srimad Bhagavata Purana
श्रीमद्भागवतमहापुराणम्
मूल श्लोकः
तदानीमपि पार्श्ववर्तिनमात्मजमिवानुशोचन्त- मभिवीक्षमाणो मृग एवाभिनिवेशितमना विसृज्य लोकमिमं सह मृगेण कलेवरं मृतमनु न मृतजन्मा- नुस्मृतिरितरवन्मृगशरीरमवाप
tadānīmapi pārśvavartinamātmajamivānuśocanta- mabhivīkṣamāṇo mṛga evābhiniveśitamanā visṛjya lokamimaṃ saha mṛgeṇa kalevaraṃ mṛtamanu na mṛtajanmā- nusmṛtiritaravanmṛgaśarīramavāpa
SB 5.8.27