Not found in Lewis's works.
"Integrity means doing the right thing at all times, without hesitation" is found in a 1943 syndicated newspaper column. Elsie Robinson, "Listen, World!" https://www.newspapers.com/newspage/58360960/, Evening News (Harrisburg, PA), 1943-02-24, p. 10.
"Integrity means doing the right thing even when no one is there to judge" is found (unattributed) in the 1965 Journal of Clinical Psychology https://books.google.com/books?id=9rm1AAAAIAAJ&dq=%22integrity%22+%22doing+the+right+thing%22&focus=searchwithinvolume&q=%22doing+the+right+thing%22.
The quote became attributed to C.S. Lewis by 2012 https://books.google.com/books?id=XH-1TURLaf4C&pg=PT154&dq=integrity+%22even+when%22+%22c+s+lewis%22&hl=en&sa=X&ved=0ahUKEwi6x9XznoTKAhUKymMKHdoKCKoQ6AEIHTAA#v=onepage&q=integrity%20%22even%20when%22%20%22c%20s%20lewis%22&f=false.
Misattributed