Don't keep a dog and bark yourself
Don't pay someone to do a task and then do it yourself.
The earliest citation of this proverb that I can find is Brian Melbancke's novel Philotimus: the Warre Betwixt Nature and Fortune, 1583:
"It is smal reason you should kepe a dog, and barke your selfe."
Melbancke, whose name is a variant of the more common 'Milbank', used the name of Philotimus, a noted 4th century Greek physician, for the title of his work. Rather fitingly in the context of 'don't keep a dog...', Philotimus was a dogmatist, that is. a thinker who bases his philosophy on belief rather than evidence. As it turns out, Philotimus had little option but to choose dogmatism, as several of his beliefs, for example, his opinion that the heart and brain are useless organs, would be difficult to obtain evidence for.
See also: the List of Proverbs.