Remember it's not the things that upset us, it's our opinion about things.
Source: Encheiridion (The Manual), Epictetus, c. 125 CE, §5
The locus is certain: Encheiridion 5, the most quoted line in the whole handbook. Standard translations run 'Men are disturbed not by the things which happen, but by the opinions about the things' (Long) or 'It is not events that disturb people, it is their judgements concerning them' (Hard). The wording here is a loose modern rendering rather than any established translation, so the attribution is solid while the exact phrasing is editorial. Consider aligning the text with a named translation.