I was aware that Jesus did not say the exact words, however as with anything in the Bible, you glean from the related verses.
Moderation is the opposite of excess, and the Bible clearly teaches that we should be known for our moderation – it doesn't explicitly say moderation in all things, but it does say that our very nature should be marked by moderation.
And every man that striveth for the mastery is temperate in all things. – 1 Corinthians 9:25a
Let your moderation be known to all men." - Philippians 4:5
For the drunkard and the glutton will come to poverty. – Proverbs 23:21a
Jesus taught moderation and temperance.
Being temperate means to be under self control, or to have rule over your own spirit. It is strongly implied that if we can control ourselves, we would not fall into excess and thus be moderate and as a matter of fact, self control or temperance is a sign that we have the Holy Spirit within us.
But the fruit of the Spirit is love, joy, peace, longsuffering, gentleness, goodness, faith, meekness, temperance: against such there is no law. – Galatians 5:22-23 KJV
One may certainly argue that one cannot be excessive in being filled with the Holy Spirit. That is a dichotomy we can discuss further if you like.