Where did the proverb originate from? It is not clear... but what it is known is that the fame of the phrase comes from Japan, from the three little monkeys sculpted on the Sacred Stable from the Toshougu Shrine in Nikko.
But how comes that such a proverb is represented by monkeys? There are a few complex religious explanations, but most probably it all comes from the Japanese word-plays: in the old Japanese, "don't see, don't hear, don't speak" was pronounced mizaru, kikazaru, iwazaru 「見ざる、 聞かざる、 言わざる」. But the -zaru conjugation sounds like the word saru, "monkey"... So the proverb also sounds like an enumeration of three monkey names and with time, they became the impersonation of the proverb: Mizaru - sees no evil, Kikazaru - hears no evil, and Iwazaru - speaks no evil...
EXIF info:
Nikon D90
Lens: VR 18-55mm F/3.5-5.6G
Focal Length: 18mm
Aperture: F/5.6
Shutter Speed: 1/125s
ISO Sensitivity: ISO 200