He may or may not have said that. It is certainly a quotation often attributed to him and he did share the sentiment. The nearest I've seen was when answering questions from Spaatz. Goering said.
"When I saw your bombers over Berlin protected by your long-range fighters, I knew then that the Luftwaffe would be unable to stop your bombers. Our weapons plants would be destroyed; our defeat was inevitable."
In another interrogation he was asked when he realised that Germany would lose the war and replied.
"When they [bombers] came with fighter escort to Berlin".
I admit that neither quite has the same ring to it as the Mustang quote, but I've never read a transcript in which he refers to the American fighter by that name.