This is the first time I've heard this, and as far as Internet resources go there is only this one webpage resource that is in agreement (at least for that exact phrasing).
I actually like this version a lot better. Thanks for checking in with this. A very interesting post. Welcome to Quotations Page.
Oops. Found some more.
The following is a famous sentence from Chapter 64 of Dao De Jing:

It is cited in our article in the following form:
"A journey of a thousand miles began with a single step."
This form is very appropriate because the article considers the extent to which the limit of an infinite sequence of steps is determined by the first one. However, the Chinese quotation does not mention first steps, and, moreover, is in the present tense. The excellent Zhongwen.com web site gives interpretations of pictograms, allowing us to translate the characters in order as
thousand li of walk, begins at foot below
In the order corresponding to English, the list is
walk of thousand li begins at below foot
Over the centuries, the li-to-mile ratio has varied in the interval from 0.30 to 0.41. The sentence could be rendered as:
"A four-hundred mile walk begins beneath one's feet."
or
" Even the longest journey must start from where you stand."
These forms are not readily applicable to anything considered in our article. It is a consolation that the Zhongwen.com web site accepts tradition and gives the translation of the sentence in question as
"A journey of a thousand miles begins with a single step."
http://mat.uab.es/~dicks/Cannon.html