I think it was from "On the Wisdom of Life: Aphorisms": https://gutenberg.org/files/10731/10731-h/10731-h.htm#link2H...

There are a few in there that seem close to what I remember. Maybe this one:

"The sublime melancholy which leads us to cherish a lively conviction of the worthlessness of everything of all pleasures and of all mankind, and therefore to long for nothing, but to feel that life is merely a burden which must be borne to an end that cannot be very distant, is a much happier state of mind than any condition of desire..."