Source, in full
Sometimes claimed to appear in her book This is My Story, but in The Quote Verifier by Ralph Keyes (2006), Keyes writes on p. 97 that "Bartlett's and other sources say her famous quotation can be found in This is My Story, Roosevelt's 1937 autobiography. It can't. Quotographer Rosalie Maggio scoured that book and many others by and about Roosevelt in search of this line, without success. In their own extensive searching, archivists at the Franklin D. Roosevelt Library in Hyde Park, New York, have not been able to find the quotation in This Is My Story or any other writing by the First Lady. A discussion of some of the earliest known attributions of this quote to Roosevelt, which may be a paraphrase from an interview, can be found in this entry from Quote Investigator.