Idiom or phrase to indicate that mere sympathy does not help

Solution 1:

Firstly, are we in the present or the past? He needs is in the present tense: He relied is in the past tense.

In order to prove his innocence he needs to produce evidence, rather than simply tugging at our heartstrings with his personal stories.

Changing 'needs' to 'needed' will move the sentence into the past tense.

Yosef Baskin supplied the perfect expression.

Solution 2:

To mean that actions, not just words, are needed, you could say:

Fine words butter no parsnips.

This is an old English expression, but you still hear it occasionally.  It refers to the practice of mashing root vegetables with butter (a potentially strenuous task), and also to ‘buttering up’ in the sense of flattery.

(More details here, and in this question.)

Solution 3:

In logic, this is the argumentum ad misericordiam, or the appeal to pity.