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Which pali sutta is this? I think it's in MN somewhere.

The Buddha says monks missing out on pleasures of lay life and the pleasures of holy life.

The idea being that their practice is such that they're not getting jhana (pleasures of holy life), and they're deprived of the pleasures of the lay life (food, sex, etc), so they're just suffering.

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You're probably thinking about Dhammapada 155-156 (translated by Ven. Thanissaro):

Neither living the chaste life
nor gaining wealth in their youth,
they waste away like old herons
in a dried-up lake
depleted of fish.

Neither living the chaste life
nor gaining wealth in their youth,
they lie around,
misfired from the bow,
sighing over old times.

Alternative translation here by Ven. Buddharakkhita:

  1. Those who in youth have not led the holy life, or have failed to acquire wealth, languish like old cranes in the pond without fish.

  2. Those who in youth have not lead the holy life, or have failed to acquire wealth, lie sighing over the past, like worn out arrows (shot from) a bow.

Additional references include:

Iti 91: so by such a simile do I speak about this person: he has missed out on the enjoyments of a householder, yet he does not fulfil the purpose of recluseship.
SN22.80:7.4: I say that person is just like this. They’ve missed out on the pleasures of the lay life, and haven’t fulfilled the goal of the ascetic life.

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    I'm pretty sure there is at least another one, more plainly stated not in verse, elsewhere in the suttas. But this ref. is great! It is definitely an answer to the question.
    – frankk
    Commented Feb 3, 2021 at 16:06
  • Also: iti91:2.10: I say that person is just like this. They’ve missed out on the pleasures of the lay life, and haven’t fulfilled the goal of the ascetic life. SN22.80:7.4: I say that person is just like this. They’ve missed out on the pleasures of the lay life, and haven’t fulfilled the goal of the ascetic life.
    – OyaMist
    Commented Feb 3, 2021 at 16:23
  • @OyaMist Please add them into an answer. Thanks. I also found Iti 91 here.
    – ruben2020
    Commented Feb 3, 2021 at 16:28
  • Thanks. Added references.
    – OyaMist
    Commented Feb 3, 2021 at 17:00
  • @OyaMist I mean you can create a new answer and add to it.
    – ruben2020
    Commented Feb 3, 2021 at 17:24
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A reddit commenter found the sutta I was thinking of, which is SN 22.80 (quoted below).

“And although this son of a good family has gone forth in this way, he is covetous, with strong passion for sensual desires, with a mind of ill will, of corrupt resolves, his mindfulness muddled, unalert, unconcentrated, his mind distracted, loose in his sense faculties. Just as a log from a funeral pyre, burning at both ends, smeared with excrement in the middle, fills no use as timber either in the village or in the wilderness: I speak of this person with this comparison. He has missed out on the enjoyments of the householder, and yet does not fulfill the goal of the contemplative life.

But there probably are more references too, I'll post a summary when we collect them all.

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