This quote, said in Section 8 of the novel, is advice that Elie receives from the head of his block. As his father grows sicker with dysentary, he is advised to think of himself. The head of his block further suggests that Elie should not be giving his sick father his ration of bread, but should rather be saving it for himself.
The idea of "every man for himself" is seen throughout Night. As the Jewish people descend further and further into starvation, their basic physiological needs often win out over family loyalty. For example, in the scene where Elie and his father are running from camp to camp during a forced march, Elie watches as Rabbi Eliahou's beloved son leaves him to run ahead. Apparently, the son realized that staying with his slower father proved a burden and thought to save himself. When Elie is on the train (once more between camps), he watches as a son kills his father for a crust of bread before being killed himself by hungry onlookers.
At times throughout the novel, Elie briefly thinks of leaving his own (weaker) father. Yet, his father has helped him on many occasions, both mentally and physically. Wiesel states directly in the text that he does not feel that he would have lived had it not been for his father. At this stage in the book, likely some part of Elie realized that he would lose his father. However, he was still not ready to do as the Blockalteste commanded and put his needs above his father.