This quote of Dumbledore comes from
Harry Potter and the Sorcerer’s Stone, when Harry asks why Voldemort wanted to kill him as a baby. Dumbledore doesn’t tell Harry the reason, because, as Dumbledore notes, the truth might be too hard for Harry to hear at such a young age. But the quote also illustrates, again, that Harry’s relationships with his own father figures were complicated, as he never felt that Dumbledore was truly honest with him or understood him, just as Albus feels about Harry.