I Am a Mathematician, Doubleday, Garden City, NY, 1956; Victor Gollancz, London, 1956; The MIT Press, Cambridge, MA, 1964, pp. 108-109.
The first edition is subtitled "The Later Life of a Prodigy; An Autobiographical Account of the Mature Years and Career of Norbert Wiener and a Continuation of the Account of His Childhood in Ex-Prodigy" (from its catalog entry in the Library of Congress).
The quote is used an an epigraph on p. 234 in Operator Commutation Relations by Palle E. T. Jorgensen and Robert T. Moore, D. Reidel, Dordrecht / Boston / Lancaster, 1984, where it is noted that the reference of the quote is to the article by Max Born and Norbert Wiener, "A new formulation of the laws of quantization of periodic and aperiodic phenomena," Journal of Mathematical Physics, vol. 5 (1926), pp. 84-98.
This quote from Norbert Wiener is also reproduced in vol. 3 of The Historical Development of Quantum Theory, Vol. 3: The Formulation of Matrix Mechanics and Its Modifications, 1925-1926 by Jagdish Mehra and Helmut Rechenberg, Springer-Verlag, New York, 1982, the volume about Max Born and his times, on p. 221. (Also discussed on this same page 221 are Max Born's lectures at M.I.T. in 1926, which, under the title Problems of Atomic Dynamics, were the first publication of The MIT Press, the publisher later, as noted above, of the paperback reprint of Norbert Wiener's I Am a Mathematician.)
Some interesting links for Norbert Wiener:
Wiener_Norbert [in the MacTutor History of Mathematics archive at the University of St Andrews]
Norbert Wiener related links [in an essay about Pink Floyd's The Division Bell]
The pioneers were really intertwined. It is fun to think of how they managed to travel, and as much as they did [even Norbert Wiener: Oxford, Cambridge, Copenhagen, and Göttingen...]; and remembering how they had to rely on trains and ships; incl., around the world trips; even Albert Einstein who presumably was happiest working in his office. Well with the airport delays of today, train and ship might be faster anyway.----
Norbert Wiener worked with several of them from Göttingen, but mostly with Born. His thinking was both inspired and also close to that of Paul Dirac. It might even be Dirac's paper that ignited Wiener's interest, more than Heisenberg's.
to Quotes selected by Palle Jorgensen