Good question. I have heard it referenced multiple times, but that does not make it true. Wikiquote cites The Sydney Morning Herald [1], but that is probably not a great source. I did a bit of digging online and also found The Guardian mentioning it too around the same time [2] (some twenty or so years ago). But I do not have a source that I would be willing to bet my life on.
[1]: https://www.smh.com.au/entertainment/art-and-design/stop-cla...
[2]: https://www.theguardian.com/culture/2000/jul/31/artsfeatures...
This feels like a rabbit hole best left to proper quote investigators (and a timely one at that). Lehrer is alive though (unlike a certain someone...), so maybe one could even ask him?
Do you have a source questioning the authenticity? Not asking you to prove a negative here, just asking since I did not find one skimming a few pages on DuckDuckGo.