Question from Michele - Katherine of Aragon quote

I love the quote from Queen Katherine of Aragon: "If I had to choose between extreme sorrow and extreme happiness, I would always choose sorrow, for when you are happy you forget about spiritual things, you forget about God. But in your sorrow, He is always with you." Is this just a great scripted line for the Tudors, or is there proof she actually wrote or said it? I'm currently writing a book and want to get the facts!!! Thank you, Michele