I’ve seen this one in a few places purporting to be from the Buddha. It’s definitely not something the Buddha said. Mostly this is attributed to Osho/Rajneesh, and that’s correct
It’s usually included as part of this longer quotation:
Suffering is not holding you. You are holding suffering. When you become good at the art of letting sufferings go, then you’ll come to realize how unnecessary it was for you to drag those burdens around with you. You’ll see that no one else other than you was responsible. The truth is that existence wants your life to become a festival, because when you are unhappy, you also throw unhappiness all around.
The actual source is his book, “The Voice of Silence,” and there it’s a little different:
I say to you that suffering is not holding onto you, you are holding onto suffering. And if you can agree to look into what I am saying, you will come to understand it for yourself. Not only will you come to understand it, but you will experience a letting go – and you will come to know how suffering can be dropped. And when you become good at the art of letting go of suffering, then one day you will realize that you were dragging it around with you – and no one except you was responsible for this. Whatever suffering you experienced, nobody else was to blame. It was your wish, you wanted to suffer.
The Buddha of course had a lot to say about suffering, since his Dhamma (teaching) was aimed at liberating us from suffering. For example, he said:
Now this, monks, is the Noble Truth of dukkha (suffering): Birth is dukkha, aging is dukkha, death is dukkha; sorrow, lamentation, pain, grief, & despair are dukkha; association with the unbeloved is dukkha; separation from the loved is dukkha; not getting what is wanted is dukkha. In short, the five clinging-aggregates are dukkha.