The short answer is no. There are no Sherlock Holmes quotes where he says that in Conan Doyle's original books. But he did come very close in one of the Sherlock Holmes books. In the story, The Crooked Man (which you can read in the Memoirs of Sherlock Holmes) there's the following exchange:
"I have the advantage of knowing your habits, my dear Watson," saidhe. "When your round is a short one you walk, and when it is a long oneyou use a hansom. As I perceive that your boots, although used, are by nomeans dirty, I cannot doubt that you are at present busy enough to justifythe hansom."
"Excellent!" I cried.
"Elementary," said he. "It is one of those instances where thereasoner can produce an effect which seems remarkable to his neighbour, becausethe latter has missed the one little point which is the basis of the deduction. The same may be said, my dear fellow, for the effect of some of these littlesketches of yours, which is entirely meretricious, depending as it does uponyour retaining in your own hands some factors in the problem which are neverimparted to the reader.
The "Elementary, my dear Watson" misquote has, of course, appeared in countless movies and adaptations of the books though.