My two cents: a proof for $n=3$ is given explicitly by Dubrovin, Fomenko and Novikov in [1], §15.2 pp. 138-142. The authorauthors explain also how to extend their proof to the case $n>3$ and leave the details as an exercise.
An addendum
The answer by @Piotr Hajlasz triggered my curiosity and pushed me to go a little bit beyond reference [1], which requires a $C^4$ regularity on the conformal map considered ([1], §15.2 p. 138).
According to Caraman ([2] section 3, chapter 2, p. 358), the proof of Liouville's theorem requiring a minimal regularity on the mapping was given first by Reshetnyak in [3]. Reshetnyak assumes the mapping to be of class $W^1_n$: while the paper is short, the offered proof is highly non trivial.
Reference
[1] Boris A. Dubrovin, Analtoly T. Fomenko and Sergey P. Novikov, Modern geometry - methods and applications. Part I. The geometry of surfaces, transformation groups, and fields, translated by Robert G. Burns. 2nd ed. (English) Graduate Texts in Mathematics, 93, Berlin-Heidelberg-New York: Springer-Verlag, pp. xv+468 (1992), MR1138462, Zbl 0751.53001
[2] Petru Caraman, $n$-Dimensional Quasiconformal (QCF) Mappings, revised, enlarged and translated from the Romanian by the Author (English), Tunbridge Wells, Kent: Abacus Press, pp. 551 (1974), ISBN 0-85626-005-3, MR0357782, Zbl 0342.30015.
[3] Yuriĭ G. Reshetnyak, "Liouville’s theorem on conformal mappings for minimal regularity assumptions", (English, translated from the Russian), Siberian Mathematical Journal 8 (1967), pp. 631-634 (1968), MR0218544, Zbl 0167.36102.