You cannot have your cake and eat it

You cannot consume or spend something and still keep possession of it: once the cake is eaten, it is gone. The positions of have and eat are often reversed.

I trowe ye raue, Wolde ye bothe eate your cake, and haue your cake?
[1546 J. Heywood Dialogue of Proverbs ii. ix. L2]

A man cannot eat his cake and haue it stil.
[1611 J. Davies Scourge of Folly no. 271]

We cannot have our cake and eat it too.
[1812 in R. C. Knopf Document Transcriptions of War of 1812 (1959) VI. 204]

Not that the savages were especially savage. They have always been a sensitive people, and when they ate a man they probably felt genuinely sorry that they could not have their cake and eat it, so to speak.
[1938 P. Mcguire Funeral in Eden ii.]

Why does Kant allow himself to get entangled in such difficulties and paradoxes? It looks as if he wants to have his cake and eat it too!
[2002 R. J. Bernstein Radical Evil 32]

Bibliography of major proverb collections and works cited from modern editions is available here.