UPDATE: I came across this article that casts doubt on Agricola having actually made that statement.
A. H. Newman, "Antinomianism and Antinomian Controversies"; New Shaff-Herzog Encyclopedia of Religious Knowledge, (New York & London: Funk and Wagnalls Co., 1908), Vol. 1 p.199f.
Agricola, though professing satisfaction, nevertheless continued in his antinomian position; repentance, consciousness of sin, and the fear of God were to be based upon the gospel and not upon the law. He began even to gather a party about himself as the Paul of the Reformation, who must set right Peter (Luther). Reports to this effect having gained currency, three published discourses of his were examined and found to contain antinomian views. In July, 1537, and again in September, Luther preached against such error, though without mention of Agricola, declaring in the latter instance that the gospel could no more be preached independently of the law than could the law independently of the gospel.
At the close of October, Agricola came to an agreement with Luther whereby unanimity was recognized in the substance of doctrine. But now Agricola undertook to publish his Summarien über die Evangelien, the imprimatur of the rector being dispensed with on the ground that Luther had already seen and approved of the work. Luther thereupon forbade its completion, and determined upon an unsparing conflict. He [Luther] published some antinomian theses of Agricola which had been privately circulated [Positiones inter Fratres Sparsae], and on Dec. 18 held his first disputation against them. [fn] Agricola did not put in an appearance, and Luther accordingly challenged him to a second disputation (Jan. 12, 1538), at which a solemn reconciliation took place. Agricola even authorized Luther to draw up a retraction in his name, which the latter did in damaging fashion in a letter to Caspar Güttel of Eisleben.
The conflict seemed over, and in Feb., 1539, Agricola was appointed to the Wittenberg consistory. The dispute was, however, revived through reflections made against Luther by Agricola in a disputation at the University. Luther responded, and proceeded to vigorous attacks on the antinomians. He considered even the excommunication of Agricola. The latter, on his side, thought himself calumniated and collected material for his justification. In Mar., 1540, he submitted his complaints to the Elector. To these complaints Luther responded that what Agricola termed calumnies were but conclusions inevitably to be drawn from the latter’s propositions. The Elector instituted formal proceedings against Agricola, who, though under pledge not to leave Wittenberg, withdrew in August to Berlin. From there he recalled his complaints and at Luther’s demand prepared a letter of retraction. For a time he modified his views to some extent so that they approximated in a measure to those of Luther; but Luther’s distrust was not removed, nor was Agricola really convinced of error.
[fn] The more important of Agricola’s eighteen propositions are:
i. Repentance is to be taught not from the decalogue or any law of Moses, but from the suffering and death of the Son through the gospel.
ii. For Christ says in the last chapter of Luke: “Thus it behooved Christ to die and in this manner to enter into his glory, that repentance and remission of sins might be preached in his name.”
iii. And Christ, in John, says that the Spirit, not the law, convicts the world of sin.
iv. The last discourse of Christ teaches the same thing: “Go, preach the gospel to every creature.”
vii. Without anything whatever the Holy Spirit is given and men are justified: this thing [the law] is not necessary to be taught either for the beginning, the middle, or the end of justification.
viii. But the Holy Spirit having been given of old is also given perpetually, and men are justified without the law through the gospel concerning Christ alone.
xiii. Wherefore, for conserving purity of doctrine we must resist those who teach that the gospel is not to be preached except to those who have been crushed and made contrite through the law.
xvi. The law only convicts of sin and that, too, without the Holy Spirit; therefore it convicts unto damnation.
xvii. But there is need of a doctrine that not only with great efficacy condemns, but also at the same time saves: but that is the gospel, which teaches conjointly repentance and remission of sins.
xviii. For the gospel of Christ teaches the wrath from heaven and at the same time the justice of God, Rom. 1. For it is the preaching of repentance joined to a promise which reason does not naturally apprehend, but which comes through divine revelation.
Luther added to these acknowledged articles of Agricola several other statements of doubtful authenticity which Agricola was supposed to have made:
i. The law is not worthy to be called the word of God.
ii. Art thou a harlot, a knave, an adulterer, or any other sort of sinner if thou believest thou art in the way of salvation.
iv. The decalogue belongs to the town hall, and not to the pulpit.
v. All who go about with Moses must go to the devil. To the gallows with Moses!
viii. To hear the word and live accordingly is the consequence of the law.
ix. To hear the word and feel it in the heart is the proper consequence of the gospel.
x. Peter knew nothing about Christian freedom. His declaration “making your calling sure through good works” is good for nothing.
xii. As soon as thou thinkest it must go thus and so in Christendom, everybody is to be refined, honorable, discreet, holy, and chaste, thou hast already prostituted the gospel.
Agricola disowned the most manifestly immoral of these propositions, and there is no reason to believe that he practiced or approved of the immorality that seems involved in his teachings.
Newman also gives some additional information that suggests Luther was paraphrasing and aggregating his sources.
After Agricola it was especially Jakob Schenk, court-preacher of Duke Henry and the Reformer of Freiberg, who came under suspicion of Antinomianism; he is said to have declared that “all who preached the law were possessed with the devil; . . . do what you will, if you only believe, you are saved,” and “to the gallows with Moses!” [point v in Luther's additions] An inquiry instituted against him (June, 1538) ended in his being called by the Elector to Weimar as court-preacher. (Ibid, 200)