He that has a secret should not only hide it, but hide that he has it to hide.

Thomas Carlyle (1795-1881) Scottish essayist and historian

The French Revolution: A History, Part 2, Book 1, ch. 7 (2.1.7) (1837)
    (Source)

Carlyle puts this in quotes, but he is again apparently quoting himself. He later used the phrase in his history of Friedrich II of Prussia (Frederick the Great).