Source, in full
The earliest found citation is in K.O. Meinsma, Spinoza en zijn kring. Historisch-kritische studiën over Hollandsche vrijgeesten (Martinus Nijhoff, 's-Gravenhage, 1896). This influential study was translated in French and German, but not in English. In the original Dutch context it seems as though this is not a quote from Huygens, but a characterisation by the author (Meinsma) of what 'could haven been' Huygens' devise.
Notes from Wikiquote
In Cosmos: A Personal Voyage (Episode 6) from 1980 it is phrased The world is my country, science my religion. | Also in The Making of Modern Europe, 1648-1780 (1985) by Geoffrey Treasure, p. 474, it is declared that this was Huygens' "motto" — but this seems very similar to the much more famous and long attested declaration of Thomas Paine in Rights of Man (1791): "My country is the world, and my religion is to do good" which has long been paraphrased "The world is my country, and to do good is my religion."