Perhaps it is in The Interpretation of Dreams. .

Certainly, but where? Thx

Are you perhaps thinking of Freud's notion of "latent dreamthoughts" which always underlie dreams?

Not at all. Thank you vey much though

I mean the fact of kind of knowing it is not the real life you are in but a kind of imaginary world.

The manifest (i.e. experienced and reportable) content of a dream is the result of some part of the Freudian psyche censoring or disguising the latent dream thought. "Censoring" and "disguising" are intentional terms for mental acts involving cognition, so presumably the Freudian psyche must somehow know what it is up to when it is producing the manifest content of the dream. But it cannot know this consciously because that would preclude successful self-deception. So it seems to be implicit that the dreamer unconsciously knows he is dreaming, inasmuch as one part of the psyche is deceiving another by means of the dream. However, I don't know whether Freud actually says explicitly that "the dreamer always unconsciously knows he is dreaming" or "der Träumer weiß immer unbewusst, dass er träumt".

Thank your for helpful comments. I am not sure of the wording - rather I am almost sure it's not the right wording. But I am sure of the idea.

Hey, I have found the quotation I was looking for, so I share it. It takes place in the Traumdeutung, between index 577-578. I quote it from my French translation: "Je dois bien en conclure que pendant tout le temps de l'état de sommeil nous savons tout aussi assurément être en train de rêver que nous savons, par ailleurs, être en train de dormir". --> "I have to conclude that, along the whole sleep state, we definitely know we are dreaming the same way we definitely know we are sleeping". To Freud, this knowledge, which is usually preconscious, sometimes turns to be fully conscious - that is when the dreamer becomes lucid. Following the quotation is a short discussion of Hervey de St Denys assertation he can control his dreams. One can find the same idea (that one prconsciously knows we are dreaming when dreaming) in his "Introduction to psychoanalysis" as well as in "On dreaming".