As stated in comments, phrases that encourage dishonesty or other forms of underhandedness are less direct in English than more-upstanding phrases like "Love thy neighbor," but I've thought of a few options that can carry the same implications as the Chinese phrase you mentioned, especially given the right context.
Nice guys finish last
This phrase is actually quite common, meant to convey that playing by the rules (whether formal or informal) leads to poor outcomes, and that those who are willing to bend or break moral or other conventions, exploit loopholes, etc. often come out ahead. There's even an eponymous song by popular punk band Green Day from an album that sold 200,000 copies. Wikipedia has more on this general idea.
It's a dog-eat-dog world
This phrase is a more colorful version of "life's not fair." In some cases, this phrase is used to describe injustice, but it is just as often used to tell someone that they should take care of themselves, because no one else will. With the right context, this may simply mean "be cautious," but it can also mean "if you can cheat, then cheat." See the culture section of this page or perform a web-search for this phrase.
It's only cheating if you get caught.
A similar version of this phrase "it's not illegal unless you get caught" was already mentioned in comments. For non-fictional examples of this mantra, see the "Real Life" section for this idea on TV Tropes.
Take no prisoners
This phrase is sometimes used to describe someone's tactics e.g. "She was taking no prisoners," or "He had a take-no-prisoners attitude" but it may also be given as advice/encouragement to be relentless. Depending on context, you will also hear "give 'em hell!" (see bottom definition on this page) though usually this is applied to a specific situation, whereas "take no prisoners" may be stated by itself.
Don't pull punches
This phrase has many variants including "never pull your punches", "don't pull any punches", and "pull no punches." It is similar to "take no prisoners" in that it can be either descriptive or prescriptive, especially in adversarial situations. Other less-catchy forms of this including "Take every advantage you can get" are more general to situations that are tough, but not necessarily zero-sum winner-loser arrangements.