There is really no evidence to suggest that John Wayne ever said this.
According to the Quote Investigator, these words appeared in the 1971 novel The Friends of Eddie Coyle, by George V. Higgins, when they were spoken by a character named Jackie Brown. The novel was filmed in 1973, with Robert Mitchum in the title role; Jackie Brown was played by Steven Keats, who did speak a slightly altered version of the line.
The attribution to John Wayne appears to stem from the Indianapolis Star newspaper, which stated in 1987 that the Governor of Indiana had published a periodical that credited John Wayne (who had died in 1979) with a version of the remark. In other words, it was made up by a journalist who may or may not have believed that it was true.
"© Macclesfield Quiz League 2018