A little bird told me
I was told by a private or secret source.
The text 'a little bird told me' doesn't appear in any version of the Bible, but the root source of this expression probably is biblical, from Ecclesiastes 10-20 (King James Version):
"Curse not the king, no not in thy thought; and curse not the rich in thy bedchamber: for a bird of the air shall carry the voice, and that which hath wings shall tell the matter."
Various authors over the centuries, including Shakespeare, have made reference to birds, feathered or otherwise, giving messages. The first that comes close to our current version of this phrase is Frederick Marryat, in Peter Simple, 1833:
"A little bird has whispered a secret to me."
See other phrases and sayings from Shakespeare.