"The proud man hath no god; the envious man hath no neighbor; the angry man hath no himself.", is a quote by English Bishop, Joseph Hall (1574-1656).
In its entirety, the quote seems to be a warning to Christians about the consequences of some of the seven deadly sins (Wrath, pride, lust, envy, sloth, greed, and gluttony). He focuses on pride, envy, and wrath and tells the reader that proud people choose not to have god in their lives, jealous people won't have friends because envy is an unappealing quality in a friend, and angry men have no control of themselves; often losing who they are in the insanity of rage.
Specifically, in the first part of the quote of which you were asking, Hall is saying that a man who is filled with pride doesn't think he needs a god, because he has everything he needs to succeed within himself. A prideful man needs no intervention from a higher power because he thinks he IS the higher power.