This saying is also connected or conflated with the answer to a question Socrates (according to Xenophon) or Chaerephon (according to Plato) is said to have posed to the Pythia, the oracle of Delphi, in which the Oracle stated something to the effect of "Socrates is the wisest."
The phrase, originally from Latin ("ipse se nihil scire id unum sciat"), is a possible paraphrase from a Greek text (see below). It is also quoted as "scio me nihil scire" or "scio me nescire". It was later back-translated to Katharevousa Greek as " οὐδὲν οἶδα", oudèn oîda).
The saying, though widely attributed to Plato's Socrates in both ancient and modern times, actually occurs nowhere in Plato's works in this form. Two prominent Plato scholars have recently argued that the claim should not be attributed to Plato's Socrates.
Evidence that Socrates does not actually claim to know nothing can be found at Apology 29b-c, where he claims twice to know something. See also Apology 29d, where Socrates indicates that he is so confident in his claim to knowledge at 29b-c that he is willing to die for it.
In Apology, Plato relates that Socrates accounts for his seeming wiser than any other person because he does not imagine that he knows what he does not know.