CC Madhya 6.133
sei artha mukhya, — vyāsa-sūtre saba kaya
Caitanya Mahāprabhu continued, “The Vedānta-sūtra is the summary of all the Upaniṣads; therefore whatever direct meaning is there in the Upaniṣads is also recorded in the Vedānta-sūtra, or Vyāsa-sūtra.
Śrīla Bhaktisiddhānta Sarasvatī has explained the word upaniṣad in his Anubhāṣya. Please refer to Ādi-līlā, second chapter, fifth verse, and Ādi-līlā, seventh chapter, verses 106 and 108, for his explanation.