Not sure about that, but Lenin did say something similar, to Anatoliy Lunacharsk. Could this be what you're thinking of?

You’re famous as a patron of the arts, then you must firmly remember, that film for us is the most important of the arts.

Both Lenin and Stalin also understood how movies could be used to promote their ideologies to their people and foreigners. You should check out this Russia Beyond article. Here's a quote from it:

It was Lenin who first identified cinema as the most important of the arts, yet in practice the Soviet movie industry was launched by his successor, Joseph Stalin. Uncle Joe simply adored cinema, and often invited the party elite to private screenings. He wanted Soviet cinema to keep pace with the development of Soviet industry as a whole.

“Stalin assumed the role of super-producer,” writes Solomon Volkov in his book Modern Moscow, published by Elena Shubina publications, AST. The dictator himself appointed and dismissed cinematic bosses, personally overseeing the creation of “important” films, reading scripts, and watching all pictures. What’s more, the world’s first film school was set up in the USSR!