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This old adage was borne out by the study, which showed that when people share worries with others, it can really improve their situation.
The first use of it that I can find in print is in the English newspaper The Morecambe Guardian, November 1931: If she is married she still has the same problem [money worries] – though it is a happier one for, after all, a problem shared is a problem halved, and, at least, she has someone with whom to talk matters over.