Details
This is a misquote/misunderstanding of a passage in his autobiography where he talks about carefully observing things that go against his theories, not rejecting sensory evidence. The actual quote is: 'I had, also, during many years, followed a golden rule, namely, that whenever a published fact, a new observation or thought came across me, which was opposed to my general results, to make a memorandum of it without fail and at once; for I had found by experience that such facts and thoughts were far more apt to escape from the memory than favorable ones.'
Date: 1876
Nature & World