1. He who does not gain loses. 

2. Gain got by a lie will burn one’s fingers. 

3. We lose in hake, but gain in herring. 

4. Only that which is honestly got is gain. 

5. Nought venture, nought have [gain, win]. 

5. Sentencedict.com is a online sentence dictionary, on which you can find excellent sentences for a large number of words.

6. To gain teaches how to spend. 

7. Sometimes the best gain is to lose. 

8. Sometimes gain is to lose.

9. No practice, no gain in one's wit. 

10. Nothing venture, nothing win (or have or gain). 

11. Do not run too fast after gain. 

12. Prefer loss to unjust gain.

13. Nothing venture, nothing have [gain, win]. 

14. Pain is forgotten where gain follows. 

15. Ill-gotten gain [goods] never prosper.

16. No great loss without some small gain. 

17. What you lose on the swings you gain (or get back) on the roundabouts. 

18. No pain, no gain.

19. What you lose on the swings you gain on the roundabouts. 

20. Lightly gain, quickly lost.

21. A fall into the pit, a gain in your wit. 

22. All is not gain that is put in the purse. 

23. You can only gain by further study.

24. They were unable to gain admittance to the hall.

25. When you have nothing to lose,it's time to gain.

26. His remorse is just an artifice to gain sympathy.

27. It takes years to gain a mastery of Japanese.

28. The greedy boss stopped at nothing to gain profit.

29. One man's loss is another man's gain.

30. He never reaches after personal fame and gain.