In two previous posts I tracked the wording of the translation of this line The Consolation of Philosophy.

This very place which thou callest exile is to them that dwell therein their native land. So true is it that nothing is wretched, but thinking makes it so, and conversely every lot is happy if borne with equanimity.

Today by happenstance I read what I believe was probably the origin of the idea (not the words). Here is Epictetus:

Men are disturbed not by things, but by the views which they take of things. Thus death is nothing terrible, else it would have appeared so to Socrates. But the terror consists in our notion of death, that it is terrible. When, therefore, we are hindered or disturbed, or grieved, let us never impute it to others, but to ourselves—that is, to our own views. It is the action of an uninstructed person to reproach others for his own misfortunes; of one entering upon instruction, to reproach himself; and one perfectly instructed, to reproach neither others nor himself.

Enchiridion V (emphasis mine)

(Now having written this, I realize that Epictetus was a 1st/2nd century A.D. author, so this may not be the very earliest expression of this idea. It’s earlier than Boethius at least!)

Here’s the Greek, for the especially pretentious.