The phrase "the walls have ears" means to be cautious about what you say because someone who is not supposed to hear you might be listening. The origin of this phrase is believed to date back to historical contexts where eavesdropping was a common concern. One of the earliest known uses of a similar phrase is attributed to France. 

The phrase "les murs ont des oreilles" (the walls have ears) was purportedly used in the French royal court. It is said that King Louis XIV had a network of hidden listening devices and secret passages within the walls of his palace, particularly at the Louvre. This allowed him or his spies to overhear conversations. The saying served as a warning to courtiers to be cautious about what they said, as their words might reach the king's ears.