None are more hopelessly enslaved than those who falsely believe they are free.

[Niemand ist mehr Sklave als der sich für frei hält ohne es zu sein.]

Johann Wolfgang von Goethe (1749-1832) German poet, statesman, scientist

Elective Affinities [Die Wahlverwandtschaften], Part 2, ch. 5, “From Ottilie’s Journal [Aus Ottiliens Tagebuche]” (1809) [tr. Wenckstern (1853)]
    (Source)

(Source (German)). Alternate translation:

No one is more a slave than the man who thinks himself free while he is not.
[Niles ed. (1872)]

No one is more a slave than he who thinks he is free without being so.
[tr. Hollingdale (1971)]