Source, in full
True origin unknown. Finest Hour described it as "not verifiable in any of the 50 million published words by and about him" (Finest Hour, The Journal of Winston Churchill, Number 145, Winter 2009–10, p. 9). A similar quotation: "If you're going through hell, don't stop!" is "plausibly attributed" to Oregon self-help author and counselor Douglas Bloch (1990), according to Quote Investigator.