Found it
U.S. Treasury Secretary Henry Morgenthau, Jr.: No, gentlemen, we have
tried spending money. We are spending more than we have ever spent
before and it does not work. And I have just one interest, and if I am
wrong, as far as I am concerned, somebody else can have my job. I want
to see this country prosperous. I want to see people get a job. I want to
see people get enough to eat. We have never made good on our
promises…
But why not let’s come to grips? And as I say, all I am interested in
is to really see this country prosperous and this form of Government
continue, because after eight years if we can’t make a success somebody
else is going to claim the right to make it and he’s got the right to make
the trial. I say after eight years of this Administration we have just as
much unemployment as when we started.
Mr. Doughton: And an enormous debt to boot!
HMJr.: And an enormous debt to boot! We are just sitting here and
fiddling and I am just wearing myself out and getting sick. Because why?
I can’t see any daylight. I want it for my people, for my children, and
your children. I want to see some daylight and I don’t see it…
(—Transcript of private meeting at the Treasury Department, May 9,
1939, F.D. Roosevelt Presidential Library)
This comes from this paper
http://econjwatch.org/articles/grea...nged-depression-gauti-eggertsson-on-the-1930s
Which I assume is peer reviewed (AIER Sponsored, but I've never heard of them), so adds more credibility that anyone of pray4profits is ever going to have.
So he never said it to congress, it was said behind closed doors in a meeting with
Robert Doughton (who was the Chairman of the Ways and means committee at the time), but the date is probably right. Only way to check is to see the transcript on microform for yourself.