Every rose has its thorn

meɪθɹiː djuːəfaɪv meɪtuːɡwɪfaɪv ɡɪwɒn daʊwɒn jaʊθɹiː sɪfɔː

In Chinese 每朵玫瑰都有刺

This idiom is a direct translation and is used in the same way as in English.