There is, but it has been proven wrong so many times it shouldn't be relied upon. Mostly proven wrong when the asker fails to listen in the first place. There are other examples, this thread being one of them. The information sought may not be 'stupid', but the framing of the question seeking that knowledge frequently is stupid. I have taught in a military environment, and your adage is almost always used as boilerplate at the beginning of a course of instruction along with it's cousin "the only stupid question is the one unasked'. Yet in a very short time, these adages prove to be false as the ability of students to frame stupid questions continues unabated.
I am listening,believe it or not,but not to the jerks who are ridiculing me for asking a question that is far from stupid.
A stupid question would be “Could I get electrocuted if I stick a fork in the toaster?”