Crime doesn't pay

Possible interpretation: If you engage in illegal activities, you will not make money in the long run.

Note: crime (noun): activity that is against the law | pay (verb): be profitable or advantageous

Origin: First used in the USA at least as early as 1927, this saying became the slogan of the USA's FBI (Federal Bureau of Investigation) and the American comic-strip detective Dick Tracy created by cartoonist Chester Gould in 1931.

Variety: This is typically used in American English but may be used in other varieties of English too.