Where there’s smoke, there’s fire' meaning -

• PROVERB
Where there’s smoke, there’s fire
MEANING
If something seems wrong, it probably is; also, there is usually some truth to a rumor. 
EXAMPLE
“Matilda came to school with a black eye today. She cried when I asked her about it after class and didn’t want to say anything about her parents.
I don’t want to speculate too much, but where there’s smoke, there’s usually fire.”

Source: Cambridge Advanced Learner's Dictionary.