"Never say die" is an idiomatic expression used to encourage perseverance and determination in the face of difficulties. It means to never give up or lose hope.
The expression "never say die" has been in use since at least the early 1800s. The earliest published example is from "The-Man-of-War’s-Man, Chapter XVI," part of a novel serialization in Blackwood’s Magazine, Volume 18 (1825): "Cheer up then, and never say die, for the devil a morsel of good it will do."
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