This is to be found in Lavengro by George Borrow:
‘Life is sweet, brother.’
‘Do you think so?’
‘Think so! – There’s night and day, brother, both sweet things; sun, moon, and stars, brother, all sweet things; there’s likewise a wind on the heath. Life is very sweet, brother; who would wish to die?’
It is not, of course, the origin of the proverb, which dates right back to the fourteenth century.