I believe it was in his autobiography, My Inventions. You can find this book online and read for free, or even buy the book. Here are some of the pertinent quotes from it. The last paragraph is very interesting:

Not only this but all my actions were prompted in a similar way. In the course of time it became perfectly evident to me that I was merely an automation endowed with power OF MOVEMENT RESPONDING TO THE STIMULI OF THE SENSE ORGANS AND THINKING AND ACTING ACCORDINGLY.

to recognise that I was but an automaton devoid of free will in thought and action and merely responsible to the forces of the environment. Our bodies are of such complexity of structure, the motions we perform are so numerous and involved and the external impressions on our sense organs to such a degree delicate and elusive, that it is hard for the average person to grasp this fact. Yet nothing is more convincing to the trained investigator than the mechanistic theory of life which had been, in a measure, understood and propounded by Descartes three hundred years ago. In his time many important functions of our organisms were unknown and especially with respect to the nature of light and the construction and operation of the eye, philosophers were in the dark.

Our bodies are of similar construction and exposed to the same external forces. This results in likeness of response and concordance of the general activities on which all our social and other rules and laws are based. We are automata entirely controlled by the forces of the medium, being tossed about like corks on the surface of the water, but mistaking the resultant of the impulses from the outside for the free will. The movements and other actions we perform are always life preservative and though seemingly quite independent from one another, we are connected by invisible links. So long as the organism is in perfect order, it responds accurately to the agents that prompt it, but the moment that there is some derangement in any individual, his self-preservative power is impaired.