It isn't true!
3 seconds sound clip from the After the Thin Man (1936) movie soundboard.
You can hear this line at 01:39:23 in the DVD version of the movie.
Quote context
[...]
- Because it's a family affair!
- She knocked her husband off! Everyone knows that!
- Oh, yes, you did. Then you got that lug to throw away your gun.
- You knew your husband and Polly were friends, didn't you?
- No.
- But you knew there was a woman.
- Yes.
- Now, lieutenant... suppose we take up this check business...
- Wait a minute, who's doing this, you or me?
[...]