SB 10.57.1

śrī-bādarāyaṇir uvāca
vijñātārtho ’pi govindo
 dagdhān ākarṇya pāṇḍavān
kuntīṁ ca kulya-karaṇe
 saha-rāmo yayau kurūn
Word for word: 
śrī-bādarāyaṇiḥ uvāca — Śrī Śukadeva Gosvāmī, the son of Badarāyaṇa, said; vijñāta — aware; arthaḥ — of the facts; api — although; govindaḥ — Lord Kṛṣṇa; dagdhān — burned to death; ākarṇya — hearing; pāṇḍavān — the sons of Pāṇḍu; kuntīm — their mother, Kuntī; ca — and; kulya — family obligations; karaṇe — to carry out; saha-rāmaḥ — together with Lord Balarāma; yayau — went; kurūn — to the kingdom of the Kurus.
Translation: 
Śrī Bādarāyaṇi said: Although Lord Govinda was fully aware of what had actually occurred, when He heard reports that the Pāṇḍavas and Queen Kuntī had burned to death, He went with Lord Balarāma to the kingdom of the Kurus to fulfill the family obligations expected of Him.
Purport: 

The Lord was quite aware that the Pāṇḍavas had escaped the assassination plot of Duryodhana, although the world heard the false news that the Pāṇḍavas and their mother had perished in the fire.