Wiktionary
two wrongs don't make a right
prov. (context ethics English) A wrongful action is not a morally appropriate way to correct or cancel a previous wrongful action.
Wikipedia
Two Wrongs Don't Make a Right
For the phrase two wrongs don't make a right see two wrongs make a right.
"Two Wrongs Don't Make a Right" is a bluesy-styled ballad written by Berry Gordy and Smokey Robinson and recorded by Motown star Mary Wells as the b-side to Wells' popular single, " Laughing Boy".