In this form, from a remark made by Napoleon to the Polish ambassador De Pradt (D. G. De Pradt Histoire de l'Ambassade‥(1815) 215), following the retreat from Moscow in 1812: Du sublime au ridicule il n'y a qu'un pas, there is only one step from the sublime to the ridiculous. The idea, however, was not original to Napoleon: [1795 T. Paine Age of Reason II. 20] The sublime and the ridiculous are often so nearly related, that it is difficult to class them separately. One step above the sublime, makes the ridiculous; and one step above the ridiculous, makes the sublime again.
The Hague tittle-tattle‥is set forth in the pomp of Milton's loftiest Latin. ‥The sublime and the ridiculous are here blended without the step between.
[1879 M. Pattison Milton 116]
In the case of Louis XVIII, indeed, the ridiculous was, as it is commonly said to be, only a step removed from the sublime.
[1909 Times Literary Supplement 17 Dec. 492]
From the sublime to the ridiculous is only a step, but there's no road that leads back from the ridiculous to the sublime.
[1940 W. & E. Muir tr. L. Feuchtwanger's Paris Gazette ii. xxxviii.]
‘At least,’ he said, ‘we can now go next door. Architecturally speaking, it's to move from the sublime to the ridiculous.’
[1983 ‘M. Innes’ Appleby & Honeybath iii.]
Bibliography of major proverb collections and works cited from modern editions is available here.