Origen himself denied it.
source?
On Prayer:
The church in the strict sense is without “a spot or wrinkle or anything of the kind,.” is holy and blameless. Into it enters neither child of harlot, nor eunuch or emasenlate
Commentary on Matthew:
Before we present the interpretation that seems true to us, we would like to present two possible false interpretations of this verse and to refute them as far as we are able
(...)
For many have believed that, as a result of the two physical eunuchizations, the third eunuchization must also be physical, and have dared to eunuchize themselves, in analogy to the first eunuchizations, out of a fear of God, to be sure, but nonetheless mistakenly, and have drawn reproach, and perhaps even scandal, upon themselves, not only among them who stand apart from the faith, but also among them who can understand any human action better than those [actions] that produce suffering and physical mutilation (out of an imagined fear of God or excessive love of abstinence) or better than that person who, no matter what else he may undergo, submits himself to such an action.
Epiphanius in the Panarion says he disbelieves the story. The only witness is the notoriously unreliable Eusebius, who says his source is the political enemy of Origen, Demetrius!