Ecclesiastes

"The more you know, the more you hurt; the more you understand, the more you suffer."

or alternately,

"For in much wisdom is much grief; and he that increaseth knowledge increaseth sorrow."

People keep attributing this to Robert Burton when in fact it's from Ecclesiastes (1:18)

The damn thing about Eccl is that it starts out beautifully with the existentialist realization that life is meaningless when viewed from the perspective of long history. But then it fails. It fails because, notwithstanding the wisdom he has gained, the character is still a naïve child in at least one aspect--he is unable to punch through the collective delusion of his tribe and still assumes unquestioningly without a hint of doubt that there is a superman, a superparent, a super king up there who watches and lords over us.