Etymology
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saying (n.)

"utterance, recitation, action of the verb 'say,' " c. 1300, verbal noun from say (v.); meaning "something that has been said" (usually by someone thought important) is from c. 1300; sense of "a proverbial expression, an adage" is attested from mid-15c.

Phrase it goes without saying is attested from 1862 in a French context, used in English and American newspapers from c. 1868 and much complained of at first as without obvious sense.

Ça va sans dire, a familiar French locution, whose English equivalent might be "that is a matter of course," or "that may be taken for granted." But recently it has become the tendency to translate it literally, "that goes without saying," and these words, though originally uncouth and almost unmeaning to the unpractised ear, are gradually acquiring the exact meaning of the French. [Walsh, 1892]

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Definitions of saying

saying (n.)
a word or phrase that particular people use in particular situations;
Synonyms: expression / locution
From wordnet.princeton.edu