You’re trying to drown your sorrows in alcohol and it won’t work. Sorrows know how to swim.

Ann Landers (1918–2002) American advice columnist [pseud. for Eppie Lederer]

“Ask Ann Landers,” syndicated column (1958)

Landers used the phrase multiple times, e.g.,

• "And now an added P.S. In these days of political unrest, financial crisis and emotional upheaval, a word to those of you who are trying to drown your sorrow. Please be aware that sorrow knows how to swim." [The Ann Landers Encyclopedia: A to Z (1978)]
• "People who drink to drown their sorrow should be told that sorrow knows how to swim."

However, the phrase predates her in a variety of anonymous sources; see here for more discussion.