I'm not sure who said it in those words. Could be John Locke or Rene Descartes, although I have never seen the exact quote attributed to them. I'm not even sure it's correct. You could make an argument that we are not all that rational at all. We have the power to think, but powerful feelings and drives sometimes overwhelm our reason; how else can we explain the horrible decisions that we sometimes make, decisions that are if not irational, at least not all that rational. Although Plato thought that reason could control our lower urges, Freud represents a more modern approach that suggest that our inner and unconscious urges (the ID) is what really drives us to action.
It is reminiscent of St. Pauls observation that the good I wish to do, that I do not; the evil I seek to avoid, that I do.
We are beings capable of throught; I'll leave it up to you to decide what use we make of that reason.