Stars look glamorous, but in truth it's lonely at the top.
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history
From Su Shi's (苏轼) famous Song-dynasty ci-poem 《水调歌头·明月几时有》 (Mid-Autumn 1076): 我欲乘风归去,又恐琼楼玉宇,高处不胜寒 — 'I would ride the wind back home, but I fear the jade towers and palaces — at such heights, I could not bear the cold.' Originally about the moon palace; now entirely figurative for the isolation of high position.
usage
Common in discussions of executives, politicians, celebrities, and champion athletes. 胜 here reads shèng ('can bear') — not shēng ('win'). Sometimes mistakenly read as shēng by learners.