Chief Gillespie says the words cited above in Chapter 11 of In the Heat of the Night. Gillespie tells Virgil Tibbs that he needs to leave town in order to warn him that there will be more white men who will attack him because he is aware of the racial tension developing since receiving an anonymous letter. In addition, Gillespie has had a few things said to him personally; for one thing, he has been called by Mayor Shubert and summoned to the mayor's office where councilmen have asked why Virgil Tibbs is working on the case involving the murder of Maestro Enrico Mantoli.
“I’ll get out, Chief Gillespie,” Virgil answered, “but not until I have delivered Mantoli’s murderer to you together with the proof of his guilt. I’ve got to do that first; perhaps you understand why.
Chief Gillespie responds to Virgil by telling him he will not be responsible for what happens to the detective. But Virgil remains stalwart and continues his investigation until he does indeed prove the guilt of the man whom he arrests.