The Glasgow University collection of emblem books (with their translations) is an accessible source for mottos and adages. This one refers to Heraclitus, the weeping philosopher, and Democritus, the laughing philosopher. The closest I came to the adage you remember comes in lines 3 and 4.
Plus solito humanae nunc defle incommoda vitae
Heraclite: scatet pluribus illa malis.
Tu rursus, si quando aliàs, extolle cachinum,
Democrite: illa magis ludicra facta fuit.
Interea haec cernens meditor, qua denique tecum
Fine fleam, aut tecum quo modo splene iocer.
( https://www.emblems.arts.gla.ac.uk/alciato/facsimile.php?id=sm1225_yy5v )
If that's not what you had in mind, here are two leads:
Juvenal, Satires 10, 28ff (Satire 10 paragraph 3)
Then will you not commend the two wise men, one of whom [[4.
Democritus of Abdera.]] would laugh while the opposite sage [[5.
Heraclitus of Ephesus]] would weep every time he set a foot outside
the door? To condemn by a cutting laugh comes readily to us all; the
wonder is how the other sage's eyes were supplied with all that water.
The sides of Democritus shook with unceasing laughter...
Juvenal's Sources are discussed in:
Juvenal's Tenth Satire (Paul Murgatroyd)
(Sources p.17 Note 19)
.19. Juvenal's knowledge of Democritus may have come (at least in part)
from Seneca. In his Tranq. Animi (at 2.3), Seneca translated
Democritus euthymia as tranquilitas. ...and at 15.2 he made the
contrast between laughing Democritus and the weeping Heraclitus and
advised imitating the former (cf Juv. 10: 28ff.).