The devil comes naked...

Technically this comes from St. Josemaría Escrivá's The Way, but it's a story he attributes to Pope St. Gregory the Great:

Detach yourself from people and things until you are stripped of them. For, says Pope Saint Gregory, the devil has nothing of his own in this world, and naked he comes to battle. If you go clothed to fight him, you will soon be pulled to the ground: for he will have something to catch you by.