I'm skeptical of this claim:
And did he even say that?
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Sign up to join this communityOn the basis of relating the claim to proportion of seats held by women in national parliaments (%) as a part of elected governments referring to World Bank Inter-Parliamentary Union data, the answer would be yes.
United States has lesser percentage of proportion of seats held by women in national parliaments than the other countries per numbers mentioned below.
Since the validity of the claim has already been expertly addressed, I'll answer the second part:
And did he even say that?
Yes, apparently in the 2011 documentary Miss Representation. I can't find a direct source for the quote in the film itself and I haven't seen it, but I did find the book What Will It Take to Make A Woman President? by Marianne Schnall on Google Books.
One of the chapters is an interview with Gavin Newsom, and on pages 158-169:
MS: I remember in Miss Representation, you said this line and it was shocking to hear: "If more people knew that Cuba, China, Iraq, and Afghanistan have more women in government than the United States of America, that would get some people upset."
Note that the wording is slightly different than the image in the original post, so presumably it or Schnall slightly misquoted Newsom.