… is from page 196 of Karl Popper’s 1969 paper “A Pluralist Approach to the Philosophy of History,” which is a chapter in the 1969 collection Roads to Freedom: Essays in Honour of Friedrich A. von Hayek  (Erich Streissler, Gottfried Haberler, Friedrich A. Lutz, and Fritz Machlup, eds.) (original emphasis):
You cannot start from observation: you have to know first what to observe; that is, you have to start from a problem. Moreover, there is no such thing as an uninterpreted observation. All observations are interpreted in light of theories.