The story
The phrase is frequently attributed to the Oglala Lakota war leader Crazy Horse (c. 1842 – 1877), though this is inaccurate as the earliest published reference, in the edition on August 14, 1881 of the Leavenworth Times, attributes it to the Oglala Lakota chief Low Dog (c. 1846 – 1894).
Etymology from Wiktionary, CC BY-SA 4.0.