Chapter IV Sloka 40

A}axan s<zyaTma ivnZyit, 
nay< laekae=iSt n prae n suo< s<zyaTmn>.

ajacraddadhnaca 
saaytm vinayati | 
nya loko'sti na paro 
na sukha saaytmana ( 4|40)||

The ignorant, the faithless, the doubting self goes to destruction; there is neither this world nor the other, nor happiness for the doubting.
Commentary: The ignorant: one who has no knowledge of the Self. The man without faith : one who has no faith in his own self, in the scriptures and the teachings of his Guru.
A man of doubting mind is the most sinful of all. His condition is very deplorable. He is full of doubts as regards the next world. He does not rejoice in this world also, as he is very suspicious. He has no happiness

Chinmayananda:

Krishna, almost satirically, says that the persons who "doubt the Self" will not find any joy or happiness anywhere -- "neither here nor there." This is directed against the intelligent sceptic.