Men ought to feel most annoyed with what has been brought about by their own fault.

[Ea molestissime ferre homines debent quae ipsorum culpa contracta sunt.]

Marcus Tullius Cicero (106-43 BC) Roman orator, statesman, philosopher

Epistulae ad Fratrem Quintum [Letters to His Brother Quintus], Book 1, Letter 1, sec. 3 (1.1.3) (60 BC) [tr. Williams (Loeb) (1928)]
    (Source)

(Source (Latin)). Alternate translations:

Men are naturally most concerned at misfortunes which have been incurred by their own fault.
[tr. Watson (1896)]

Men ought to be most annoyed by the sufferings which come from their own faults.
[ed. Hoyt (1896)]

Men ought to feel most vexed at what has been brought upon them by their own fault.
[tr. Shuckburgh (1900), # 29]

It is the misfortunes for which they are ourselves to blame that ought to distress people the most.
[tr. Shackleton Bailey (1978), # 1]