Not the same song, but maybe the title inspired Hank Snow:
Lyrics below are from the sheet music at Baylor University:


YOU DIDN'T HAVE TO TELL ME (I KNEW IT ALL THE TIME)
Words and music by Walter Donaldson, ©1931.

VERSE: To you, I was giving my time.
On you, I was wasting my time.
All through, you've been thinking of somebody else
Who made you feel blue.
I've tried just to make you forget.
I've sighed; still I'll never regret.
You know how you feel about somebody else;
That's how I feel about you.

CHORUS: You didn't have to tell me your heart just couldn't be mine.
You didn't have to tell me; I knew it all the time.
You didn't have to fool me for any reason or rhyme.
You didn't have to tell me; I knew it all the time!
So you were the one who'd love me and leave me, and like me to think it was nice.
So you were the one I thought on the level, a devil from paradise!
How could you make me happy with someone else on your mind?
You didn't have to tell me; I knew it all the time!

[On second chorus, substitute last 2 lines:]

The night you said goodnight, dear, you had a look in your eye.
You didn't have to tell me; I knew you meant goodbye!

- - - - -
The Internet Archive has recordings by:

Art Kahn's Orchestra; Melotone (M 12090), 1931. – verse and chorus
Don Cherry with Camarata; Decca (29005), 1953. – chorus only
Guy Lombardo & His Royal Canadians, with vocal by Carmen Lombardo; Columbia (2379-D), 1931. – chorus only
Nick Lucas and His Crooning Troubadours, with vocal by Nick Lucas; Brunswick (6045), 1931. – verse and chorus
The Troubadours, with vocal by Paul Small; Victor (22631-A), 1931. – chorus only

YouTube also has recordings by:

Ben Pollack and His Orchestra, 1931. – chorus only
Gracie Collins – verse and chorus
Jack Albin and His Hotel Pennsylvania Dance Orchestra, 1931. – chorus only
Kate Smith – verse and chorus
Percy Chandler and his Band, 1931 – chorus only
Roy Carroll and His Sands Point Orchestra, 1931 – chorus only
Roy Fox (The Whispering Cornetist) and His Band, 1931 – chorus only