From the conclusion to Sir Arthur Conan Doyle’s A Case of Identity:
“And Miss Sutherland?”
“If I tell her she will not believe me. You may remember the old Persian saying, ‘There is danger for him who taketh the tiger cub, and danger also for whoso snatches a delusion from a woman.’ There is as much sense in Hafiz as in Horace, and as much knowledge of the world.”
I tried tracing the exact citation for this line but could find nothing online. The footnote in the New Annotated Sherlock Holmes surrenders as well:
“Hafiz” is also spelled “Hafez.” His more complete name is Mohammed Shams Od-Dīān Haāfez (b. 1325/26, Shīāraāz, Iran–d. 1389/90, Shīāraāz), and he was one of the finest lyric poets of Persia. The Diwan (Collected Poems) of the poet was not translated in its entirety into English prose until 1891. However, scholars have been unable to trace the proverb to any published works of Hafiz.
“Horace” is Quintus Horatius Flaccus (65–8 B.C.), the greatest of the Latin lyric poets.
This was still unsatisfying so I went digging further and found what at first appeared a real suggestion in a book by John Yohannan called Persian Poetry in England and America: A 200 Year History
When Sir Arthur Conan Doyle put into the mouth of his famous sleuth Sherlock Holmes the observation that “there is as much sense in Hafiz as in Horace and as much knowledge of the world,” he was probably chiefly inspired by the advantage of alliteration in the poets’ names. the sentiment he attributed to Hafiz in “A Case of Identity” … was more likely an adaptation of the fifty-third Maxim in Sadi’s Gulistan in Eastwick’s translation.
That passage in the translation referenced reads:
To consult with women is ruin, and to be liberal to the mischievous is a crime.
To sharp-toothed tigers kind to be
To harmless flocks is tyranny.
Aside from the convenient collocation of women and tigers, I don’t find the proposed source at all convincing.
Overall I’m rather inclined to lean on this being an invented source, inspired only by Conan Doyle’s taste for giving Holmes occasional outbursts hinting at deep knowledge in out-of-the-way fields – something like the intellectual equivalent of his eccentricity in keeping ‘his tobacco in the toe end of a Persian slipper’ (per The Musgrave Ritual).