There are many different types of yoga. Yoga means the system, and yogi means the person who practises the system. The object of yoga, the ultimate goal, is to understand Krishna. Therefore Krishna consciousness means to practice the topmost type of yoga.
This topmost yoga system was described by Krishna in the Bhagavad-gita to His most intimate friend Arjuna. In this book Srila Prabhupada expands this idea for the benefit of society at large.