Someone else has traced the quotation to a novel by Upton Sinclair in The Profits of Religion (do a books.google.com search for the phrase and you will find it.
In short, it is highly unlikely that Goebbels said this. As is usually the case with such quotations, no one who cites it provides a source.
Randall Bytwerk, expert in Nazi propaganda (Prof. Randall Bytwerk)
The origin of the quote is not Goebbels.
https://skeptics.stackexchange.com/questions/30683/is-if-you-have-nothing-to-hide-you-have-nothing-to-fear-a-line-used-by-joseph#40126
wow that guy was really ahead of his time
Heh. Ahead, you say?
it’s true, I was his hat
https://lemmy.world/comment/9077130
Eh. I still think “bureaucracy is the price we pay for impartiality” was said by Stalin :)
what i had found is the quite is most often tied to authoritarian regimes through out history and the nazi’s did use the quite but had not created it