Lord Caitanya was unique and in one sense exclusive of Vedas but He always referred to them. In Nectar of Devotion we find: Srila Rupa Gosvami writes in his Bhakti-rasamrta-sindhu (1.2.101): sruti-smrti-puranadi-
pancaratra-vidhim vina
aikantikiharer bhaktir
utpatayaiva kalpate “Devotional service of the Lord that ignores the authorized Vedic literatures like the Upanishads, Puranas and Narada-pancaratra is simply an unnecessary disturbance in society.”