While Bhagavad Gita is a dialogue between Lord Krishna and his friend Arjuna, Uddhava too is a dear childhood friend of Lord Krishna. Bhagavad Gita, which is also available as an independent text, is a part of the Bhisma Parva of Mahabharata. Similarly Udhava Gita is available as an independent text. But is part of the Bhagavata Purana which is exclusively dedicated to Lord Krishna and his various Leelas beginning from early childhood.