Apparently attributed to Marx in Bennett Cerf's Try and Stop Me, first published in 1944. A citation of this can been seen in the Kentucky New Era on November 9, 1964 http://news.google.com/newspapers?id=X-orAAAAIBAJ&sjid=ZWcFAAAAIBAJ&pg=4581,3323702&dq=art-of-looking-for-trouble&hl=en. Also attributed to Marx by Rand Paul in "The Long Stand," ch. 1 of Taking a Stand: Moving Beyond Partisan Politics to Unite America (New York, N. Y.: Center Street, 26 May 2015), p. 5.
The original quotation belongs to Sir Ernest Benn (Henry Powell Spring, What is Truth?, Orange Press, 1944, p. 31 https://books.google.com/books?id=snxbAAAAMAAJ&q=Ernest+benn+%22Politics+is+the+art+of%22&dq=Ernest+benn+%22Politics+is+the+art+of%22&hl=en&sa=X&ved=0CCMQ6AEwAjgUahUKEwiK3Zm-qojIAhWGVZIKHdFYBqY); a first known citation reportedly appears in the Springfield (MA) Republican on July 27, 1930.
Variant: Politics is the art of looking for trouble, finding it whether it exists or not, diagnosing it incorrectly and applying the wrong remedies.
Source: Gyles Brandreth, Word Play: A cornucopia of puns, anagrams and other contortions and curiosities of the English language, Coronet, 2015.