Yes, every spiritual master, starting from Rig Vedic rishis, to rishis who composed Upanishads, and present-day rishis said the same thing - LOOK WITHIN YOURSELF - to experience/realise the formless ENERGY or BRAHMAN or atman.
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There is a formless ENERGY that governs the Universe and pervades everything in this world.
That formless ENERGY lies concealed/dormant within humans also. Humans in general are not aware of the formless ENERGY that lies concealed/dormant within THEMSELVES.
This unawareness or ignorance of the formless ENERGY is due to majority of the humans attaching themselves to physical pleasures, acquiring of assets, begetting children, enjoying torturing/killing others, etc, which is known as outward looking.
If any human being gets vexed with the outward looking aspects and start thinking and searching for concepts, which will provide peace or enjoyment beyond physical pleasures, then it is called inward looking.
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Rig Veda
Please note that Rig Veda does not convey the spiritual concepts in a direct manner, but are presented esoterically.
Rig Veda mentions Aditi as BRAHMAN or all-pervading pure consciousness or boundlessness.
In the following Rik, the rishi says that if ONE looks within one will get merged into Aditi – all-pervading pure consciousness.
अन्तश्च प्रागा अदितिर्भवास्यवयाता हरसो दैव्यस्य । इन्दविन्द्रस्य सख्यं जुषाणः श्रौष्टीव धुरमनु राय ऋध्याः ॥
antaś ca prāgā aditir bhavāsy avayātā haraso daivyasya | indav indrasya sakhyaṃ
juṣāṇaḥ śrauṣṭīva dhuram anu rāya ṛdhyāḥ ||
English translation:
When you have gone within, you will become Aditi, appeaser of divine wrath. Drop, enjoying the comradeship of Indra, like an obedient mare following the chariot-pole, you should follow riches to fulfillment.
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कठोपनिषद् - Kaṭhopaniṣad 2.1.1 says
पराञ्चि खानि व्यतृणत्स्वयम्भूस्तस्मात्पराङ्पश्यति नान्तरात्मन् ।
कश्चिद्धीरः प्रत्यगात्मानमैक्षदावृत्तचक्शुरमृतत्वमिच्छन् ॥ १ ॥
parāñci khāni vyatṛṇatsvayambhūstasmātparāṅpaśyati nāntarātman |
kaściddhīraḥ pratyagātmānamaikṣadāvṛttacakśuramṛtatvamicchan || 1 ||
The self-existent created the senses out-going: therefore, one sees outside and not the atman within. Some intelligent man, with his senses turned away, (from their object), desirous of immortality, sees the atman within.
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Shri Ramana Maharshi said the same thing.
Everything other than ourself (including not only our body and breath but also all our thoughts, feelings, emotions, perceptions, memories, beliefs, desires and so on) is external to ourself, so what is ‘inside’ or ‘within’ is only ourself.
When we attend to anything other than ourself we are looking away from ourself, so we need to turn back 180 degrees, so to speak, to look at ourself alone.
This is what Bhagavan means by turning within or looking inside.