The devil of Baudelaire
The Bible has nothing direct to say on this subject, since the phrase did not become popular till the 19th Century.
The best known version of the phrase, “The greatest trick the devil ever pulled was convincing the world he didn’t exist”, is a line delivered by the character Verbal (played by actor Kevin Spacey) in the 1995 film The Usual Suspects, but similar phrases occur in earlier English sources. Many of these probably have their origin in the work of the French poet Charles Baudelaire. His collection Le Spleen de Paris (1869) includes Le Joueur généreux‘, a prose poem in which the Devil tells a gambler how he heard a preacher tell his congregation “la plus belle des ruses du diable est de vous persuader qu’il n’existe pas!”. Whether Baudelaire really believed this or was poking fun at the clergy of his time is debatable.
Satan in two Old Testament books
In contrast the Bible’s starting point with Satan is found in two Old Testament books – the prologue of Job and the vision in Zechariah 3. In both of these the character is allegorical (see any commentary on Job or Zechariah), not literal. The allegory in these two books then becomes the source material of the devil in Matthew 4, and Luke 4. According to Luke’s statement his gospel is based on eye-witness interviews, so in Luke’s case the Luke 4 temptation account can only be something Jesus himself told to his disciples.
Sin up to its tricks in the New Testament
This allegory continues throughout the New Testament with around seventy verses, not one of them giving any factual historical information about a rebel angel. So the question of whether an allegory can trick the world into being convinced that the allegory does not exist does not arise. An allegory is just that. A parable or figure.
However there are verses in the Bible where sin is personified and Sin tricks and deceives :
“For sin, seizing an opportunity in the commandment, deceived me and through it killed me.” (Romans 7:11)
So that brings us back to Kevin Spacey’s character in The Usual Suspects : sin, does indeed try to convince men and women that it doesn’t exist.
For more information on this subject please search specific answers such as Who was the devil in the wilderness? , Who was Satan in Job 1?, Why were Satan and the angel fighting over the high priest? (Zechariah 3) , etc., or use the search box.