This idiom or expression like phrase has to do with:

Being very tough, or being able to get out of tough situations without being really hurt.

Q. Is it true that cats have nine lives?
A. I don’t know about that. But, if it is true, mine has only one left!

Another example:

Q. What do you think Vincento will do after his latest scandal?
A. Oh, don’t worry about him. He still has seven of his nine lives left!