( saying ) used to say that it is easier and wiser to stay in a bad situation that you know and can deal with rather than change to a new situation which may be much worse
BETTER THE DEVIL YOU KNOW (THAN THE DEVIL YOU DON'T)
Meaning of BETTER THE DEVIL YOU KNOW (THAN THE DEVIL YOU DON'T) in English
Oxford Advanced Learner's English Dictionary. Оксфордский английский словарь для изучающик язык на продвинутом уровне. 2005