You can't have your cake and eat it too

Meaning: You can't enjoy two mutually exclusive things simultaneously.

Origin: The oldest known record is a 1538 letter from Thomas Howard, Duke of Norfolk, to Thomas Cromwell, remarking that a man cannot have his cake and eat his cake. John Heywood's 1546 collection asks, "Would ye both eat your cake, and have your cake?" The older order — eat it and still have it — makes the impossibility clearer: once eaten, the cake is gone.

Equivalents in French, Spanish, Japanese, German, Italian, and 2 more languages

French: On ne peut avoir le beurre et l'argent du beurre (literally: You can't have the butter and the money for the butter)
Spanish: No se puede estar en misa y repicando (literally: You can't be at mass and ringing the bells)
Japanese: 二兎を追う者は一兎をも得ず (Nito o ou mono wa itto o mo ezu) (literally: He who chases two rabbits catches neither)
German: Man kann nicht auf zwei Hochzeiten tanzen (literally: You can't dance at two weddings)
Italian: Volere la botte piena e la moglie ubriaca (literally: To want the barrel full and the wife drunk)
Portuguese: Sol na eira e chuva no nabal (literally: Sun on the threshing floor and rain on the turnip field)
Chinese: 鱼与熊掌不可兼得 (Yú yǔ xióngzhǎng bù kě jiān dé) (literally: You can't have both the fish and the bear's paw)