James Ross Clemens, a cousin of mine, was seriously ill two or three weeks ago in London, but is well now. The report of my illness grew out of his illness; the report of my death was an exaggeration.
Source, in full
From a note Twain wrote in London on May 31, 1897 to reporter Frank Marshall White: Shelley Fisher Fishkin, Lighting Out For the Territory : Reflections on Mark Twain and American Culture (Oxford University Press, 1996), p. 134. (The original note is the Papers of Mark Twain, Accession #6314, etc., Clifton Waller Barrett Library, Special Collections, University of Virginia Library, Charlottesville, Va., in Box 1.)
Notes from Wikiquote
White subsequently reported this in "Mark Twain Amused," New York Journal, 2 June 1897. White also recounts the incident in "Mark Twain as a Newspaper Reporter," The Outlook, Vol. 96, 24 December 1910 | "Chapters from My Autobiography", The North American Review, 21 September 1906, p. 160. Mark Twain | Misquote: The reports of my death are greatly exaggerated. | Note: This paraphrase or misquote may be more popular than the original.
Variants
I said - 'Say the report is greatly exaggerated'.