This is most commonly attributed to Napoleon, who also didn't say it; the earliest reference I see in Google Books is to a 2012 self-help book called "The Mourner's Book of Courage: 30 Days of Encouragement."
Tim Marchman
Big banner with a Teddy quote about courage on the Theodore Roosevelt Federal Building, headquarters of OPM. Only discrepancy is that the 26th president never said this.