“No one ever says ‘It’s only a game’ when their team is winning” is a humorous saying indicating that winning—even winning meaningless exhibition games—gives a certain pleasure. “People never say ‘It’s only a game’ when they’re winning” has been cited in print since at least 1990.
 
A similar saying is “Whoever said, ‘It’s not whether you win or lose that counts,’ probably lost.”
 
     
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The Reader’s Digest
Volume 136
1990
Pg. 162:
... that people never say “It’s only a game” when they’re winning? — Ivern Ball in National Enquirer
 
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6 June 1995, Weekly World News, pg. 19, col. 5:
Ever notice that people never say “It’s only a game” when they’re winning?
 
5 April 1999, The Advocate (Baton Rouge, LA), Smiley Anders column:
Thought for the Day:
From Harriet St. Amant: “No one ever says ‘It’s only a game’ when their team is winning.”
 
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Dick Enberg’s Humorous Quotes for All Occasions:
Speaking Tips and Over 1,000 One-Liners
By Dick Enberg with Brian and Wendy Morgan
Kansas City, MO: Andrews McMeel Publishing
2000
Pg. 211:
Did you ever notice no one ever says, “It’s only a game,” when their team is winning?
 
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Net-Wit.Com:
A Smorgasbord of E-Mail and Internet Wit Blended With Humorous Incidents From the Author’s Wild and Woolly Life
By Marvin Rubinstein
Rockville, MD: Schreiber Publishing
2000
Pg. 153:
No one ever says, “It’s only a game” when their team is winning.
 
27 May 2000, Daily News-Record (Harrisonburg, VA), pg. 20, col. 1:
No one ever says “It’s only a game” when their team is winning.
   
U.S. News & World Report
What They Should Have Said
By MORTIMER B. ZUCKERMAN
January 3, 2008
Here are my fantasies about what was said over the New Year’s holiday, with inadequate acknowledgments to various contributors, some of whose words I adapted a bit:
 
New England Patriots football coach Bill Belichick: “Nobody ever says, ‘It’s only a game’ when his team is winning.”
   
New York (NY) Daily News
Mighty Quinn - July 6
SUNDAY, JULY 5, 2009, 9:07 PM
Edward (Easy Ed) Gerbe with aphorisms: a short, pointed sentence expressing a wise or clever observation or a general truth:
(...)
- No one ever says “it’s only a game,” when their team is winning.
 
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Jokes, Quotes, And Other Assorted Things
By Stephen Motway
Xlibris Corporation (Xlibris.com)
2011
Pg. 108:
No one ever says, “It’s only a game,” when their team is winning.