Surah Al-Baqarah 2:186

وَإِذَا سَأَلَكَ عِبَادِى عَنِّى فَإِنِّى قَرِيبٌ ۖ أُجِيبُ دَعْوَةَ ٱلدَّاعِ إِذَا دَعَانِ ۖ فَلْيَسْتَجِيبُوا۟ لِى وَلْيُؤْمِنُوا۟ بِى لَعَلَّهُمْ يَرْشُدُونَ

And when My servants ask you, [O Muḥammad], concerning Me - indeed I am near. I respond to the invocation of the supplicant when he calls upon Me. So let them respond to Me [by obedience] and believe in Me that they may be [rightly] guided.

Translation: Saheeh International

Tafsir

A group of followers of the Prophet s asked him ‘Is our Lord nearby so that we should talk to Him secretly or is He far away so that we should call out to him?’ and the following was revealed And when My servants question you concerning Me — I am near to them in My knowledge and he informed them of this; …

Excerpt from Tafsir al-Jalalayn, commentary on 2:186, via Quran.com. The reader has the full commentary and 9 more tafsirs.