No gains without pains.
Benjamin Franklin (1706-1790) American statesman, scientist, philosopher, aphorist
Poor Richard (1745 ed.)
(Source)
Franklin recapped this in his final Poor Richard Improved (1758 ed.): "There are no Gains, without Pains." This was in turn reprinted in abridged Way to Wealth (1773).
Sometimes erroneously cited to Poor Richard (1734 ed.); that has something different in structure and meaning: "Hope of gain / Lessens pain."
See also Breton (1577) and Herrick (1648).