As quoted in, India - West pg. A34 (1 February 2002).
Whether or not Gandhi said this has been called into question. The quote itself was reported by Gandhi's fifth grandson, Arun Gandhi.
Brian Morton of the New York Times found that the closest quote that Gandhi actually spoke and recorded was, If we could change ourselves, the tendencies in the world would also change. As a man changes his own nature, so does the attitude of the world change towards him. ... We need not wait to see what others do.