A person who is never duped cannot be a friend.

[Qui n’est jamais dupe n’est pas ami.]

Joseph Joubert (1754-1824) French moralist, philosopher, essayist, poet

Pensées [Thoughts], ch. 5 “Des Passions et des Affections de l’Âme [On the Soul],” ¶ 36 (1850 ed.) [tr. Auster (1983)], 1805 entry]
    (Source)

(Source (French)). Alternate translations:

He cannot be a friend who is never a dupe.
[tr. Lyttelton (1899), ch. 4, ¶ 26]