No Shakespearean play contains "Methinks thou dost protect too much," but the misquote from "Hamlet" has passed into common parlance. The line actually reads, "The lady doth protest too much, methinks."
The line is spoken by Queen Gertrude in Act 3, Scene 2 of the classic play by William Shakespeare. Prince Hamlet and Queen Gertrude view a play themselves when he asks the Queen how she likes the performance. In this reply to her son, she references a character in the play who is also a queen. Queen Gertrude communicates to her son that she feels that the queen in the stage show lacks credibility.