https://quoteinvestigator.com/2018/03/20/devil/The quote is best known in the modern day in the form it took in The Usual Suspects: "the greatest trick the devil ever pulled was convincing the world that he didn't exist".
Baudelaire did write the same thing, but it's not original to him either, making him an odd citation. In particular, the form you quote didn't come from Baudelaire; it came from John Wilkinson.
Wilkinson (1836): "One of the artifices of Satan is, to induce men to believe that he does not exist"
Baudelaire (1864): "la plus belle des ruses du Diable est de vous persuader qu’il n’existe pas!" ["the loveliest trick of the Devil is to persuade you that he doesn’t exist!"]