The term "dog" has been used as a synonym for sausage since at least 1884 and accusations that sausage makers used dog meat date to at least 1845.
According to a popular myth, the use of the complete phrase "hot dog" in reference to sausage was coined by the newspaper cartoonist Thomas Aloysius "TAD" Dorgan around 1900 in a cartoon recording the sale of hot dogs during a New York Giants baseball game at the Polo Grounds. However, TAD's earliest usage of "hot dog" was not in reference to a baseball game at the Polo Grounds, but to a bicycle race at Madison Square Garden, in the The New York Evening Journal [December 12, 1906], by which time the term "hot dog" in reference to sausage was already in use. In addition, no copy of the apocryphal cartoon has ever been found.
The earliest usage of "hot dog" in clear reference to sausage found by Barry Popik appeared in the 28 September 1893 edition of The Knoxville Journal.
It was so cool last night that the appearance of overcoats was common, and stoves and grates were again brought into comfortable use. Even the weinerwurst men began preparing to get the "hot dogs" ready for sale Saturday night.
—28 September 1893, Knoxville (TN) Journal, "The [sic] Wore Overcoats," pg. 5
Another early use of the complete phrase "hot dog" in reference to sausage appeared on page 4 of the October 19, 1895 issue of The Yale Record: "they contentedly munched hot dogs during the whole service."