While attributed to Alexander Graham Bell, Bob Marley and others, this phrase can be found in the Spanish Novella, The Life of Lazarillo de Tormes and of His Fortunes and Adversities,. The story was published anonymously, due to its heretical content Written originally in 1554, it was later translated into English. A young boy, Lazarillo, is given up by his parents and "apprentices" under a variety of people. One is a priest and the young Lazarillo (same name as Lazarus in John 11) is trying to find a way, due to his hunger, to steal communion bread from the priest. The phrase is used by the boy to encourage himself when one path to the bread is foiled. In this case it can be taken more as encouragement in persistence than a promise of providence. A comic take on this is "when a door closes, open it, because that is the way doors work."

Acts 16:6-10
Paul and his companions traveled throughout the region of Phrygia and Galatia, having been kept by the Holy Spirit from preaching the word in the province of Asia. When they came to the border of Mysia, they tried to enter Bithynia, but the Spirit of Jesus would not allow them to. So they passed by Mysia and went down to Troas. During the night Paul had a vision of a man of Macedonia standing and begging him, "Come over to Macedonia and help us." After Paul had seen the vision, we got ready at once to leave for Macedonia, concluding that God had called us to preach the gospel to them. They went through the region of Phrygia and Galatia, having been forbidden by the Holy Spirit to speak the word in Asia. When they had come opposite Mysia, they attempted to go into Bithynia, but the Spirit of Jesus did not allow them; so, passing by Mysia, they went down to Troas. During the night Paul had a vision: there stood a man of Macedonia pleading with him and saying, "Come over to Macedonia and help us." When he had seen the vision, we immediately tried to cross over to Macedonia, being convinced that God had called us to proclaim the good news to them.

The proverb often is used by religious people and changed to say something like “When God closes one door, he opens another.” While the passage in Acts does not use the image of windows or doors, it is clear that God both closes (v. 6) and opens (v. 10) opportunities. The common phrase goes beyond saying that this can happen by stating that it will happen. This is a much grander claim and makes it sound like mechanical certainty. Fancy footwork must follow. If an opportunity is sought and then made unavailable, we are left to interpret whatever happens as the new opportunity. Can the football player who blows his knee out in his last year of college say the road to fame and fortune was closed and being a casual worker for a moving company opened its way? All the power to him! For he would be "giving thanks in all circumstances." (1 Thessalonians 5:18) This is to say that trusting in God's providence is something different than blind, false and manufactured, optimism.