Never heard that one.
I actually prefer, "Experience is a harsh taskmaster. First the test, then the lesson".
This also reminds me of a saying, "A Conservative is a Liberal who has been mugged" - only this is worse...
Ben Franklin
Experience is a stern taskmaster
But a fool will learn from no other
It was a mugging on steroids but at least the lesson was learned.
Or, this one: A hard head makes for a soft ass!