Exodus 33:1

And the LORD said unto Moses, Depart, and go up hence, thou and the people which thou hast brought up out of the land of Egypt, unto the land which I sware unto Abraham, to Isaac, and to Jacob, saying, Unto thy seed will I give it:

The command was spoken as part of God's message to Israel after their sin at Sinai. That message stood alongside the withdrawal of His presence from the people. It also stood alongside their mourning and the removal of their ornaments.

In the verse God told Moses and the people brought up out of the land of Egypt to depart and go up from there. The departure was a leaving of Horeb to continue toward the promised land. That land was the one He swore by oath to Abraham, to Isaac, and to Jacob, saying He would give it to their seed as an inheritance for their descendants. Despite Israel's perversity, God still promised in this command to lead the people to the land sworn to Abraham, Isaac, and Jacob.