CC Madhya 3.36
paścime yamunā vahe, pūrve gaṅgā-dhāra
Advaita Ācārya then explained that at that spot the Ganges and Yamunā flow together. On the western side was the Yamunā, and on the eastern side was the Ganges.
The Ganges and Yamunā mix at the confluence at Allahabad (Prayāga). The Yamunā flows from the western side and the Ganges from the eastern, and they merge. Since Caitanya Mahāprabhu bathed on the western side, He actually took His bath in the river Yamunā.