Here's the relevant citation from Mark Twain's autobiography:

Figures often beguile me, particularly when I have the arranging of them myself; in which case the remark attributed to Disraeli would often apply with justice and force: "There are three kinds of lies: lies, damned lies and statistics."

Churchill is much too young for being the author of this citation. Twain himself attributed it to someone else, namely Disraeli. However, with the exception of Twain's autobiography there is no independent indication that the citation actually comes from Disraeli.

[The above citation] has also been attributed to Henry Labouchère, Abraham Hewitt, and others. No one other than Twain is known to have credited Disraeli with making the comment. British statistician John Bibby once appealed to his colleagues for a reliable source of the saying. The best anyone could come up with was this 1896 comment by a member of the Royal Statistical Society: ``We may quote to one another with a chuckle the words of the Wise Statesman, lies, damned lies, statistics...'' After consulting a Disraeli biographer, Bibby concluded that he probably wasn't this Wise Statesman. Bibby is still trying to determine who was.

So maybe the citation is nothing but folk-lore, the actual author remaining anonymous forever.

Wolfgang