In Malay, we have something like this:
"Jikalau tiada angin, masakan pokok bergoyang." (If there is no wind, how can the tree sways.)
Mi scias tion. Mi diras ke la frazo ne korektas, cxar jes povas esti fumo sen fajro, sed ne sen varmo ;)
I know that. I say that the sentence is not right, because it can be smoke without fire, but not without heat ;)
It could mean that you cannot have a benefit without consequences.
My grandmother used too day where there's smoke there's fire. By this she meant that there is usually a good reason for rumors.