Blessed is he who expects nothing for he shall never be disappointed.

Alexander Pope (1688-1744) English poet

Letter to John Gay (16 Oct 1727)
    (Source)

Pope referred to this, in the letter, as "The Ninth Beatitude." He may have used the phrase the previous year in a letter to William Fortescue (the letter is not given a date, but is grouped with a letter from John Gay to Fortescue of 23 Sep 1725). In both letters, Pope indicates he devised the saying many years previously.

Repeated by Benjamin Franklin, without citation, in Poor Richard's Almanack for May 1739.