Actually, we are in the material state, but we are being trained up, the Deity worship. This is, following the rules and regulations under the instruction of spiritual master, or Vedic injunction, this is training period. But even in the training period, if one is sincere and serious, he’s liberated.

From Srila Prabhupada’s lecture on The Nectar of Devotion — November 2, 1972, Vrndavana.