Nothing directly the same. The only one I can think that comes close is:
If at first you don't succeed: try, try again!
There are several hundred quotes from famous people on the subject, though (some more famous than others). For example:
"It's fine to celebrate success but it is more important to heed the lessons of failure" - Bill Gates
"Success is not final, failure is not fatal: it is the courage to continue that counts." (usually wrongly attributed to Winston Churchill)
"Success consists of going from failure to failure without loss of enthusiasm" (usually wrongly attributed to Winston Churchill)
"If you learn from defeat, you haven't really lost" - Zig Ziglar
"Winning isn't everything -- it's the only thing" - Red Sanders (but often wrongly attributed to Vince Lombardi)
This doesn't mean you can't say this cleverly in English. I'll have to make something up, though. How about:
Failure is painful, but there is no motivation like humiliation
Or more generic:
There is no motivation like humiliation