...from the lyrics of the 1932 Noel Coward song by the same name.

My guess is that Rudyard Kipling used the phrase first, in a poem or short story.

Zulu King as his noonday lunch was interupted by a British attack!

You asked,so here it is! In tropical climes there are certain times of day When all the citizens retire To tear their clothes off and perspire. It's one of those rules that the greatest fools obey, Because the sun is much too sultry And one must avoid its ultra-violet ray. Papalaka papalaka papalaka boo, Papalaka papalaka papalaka boo, Digariga digariga digariga doo, Digariga digariga digariga doo. The native grieve when the white men leave their huts, Because they're obviously definitely nuts! Mad dogs and Englishmen Go out in the midday sun, The Japanese don't care to. The Chinese wouldn't dare to, Hindoos and Argentines sleep firmly from twelve to one. But Englishmen detest a siesta. In the Philippines There are lovely screens To protect you from the glare. In the Malay States There are hats like plates Which the Britishers won't wear. At twelve noon The natives swoon And no further work is done. But mad dogs and Englishmen Go out in the midday sun. It's such a surprise for the Eastern eyes to see That though the English are effete, They're quite impervious to heat, When the white man rides every native hides in glee, Because the simple creatures hope he Will impale his solar topee on a tree. Bolyboly bolyboly bolyboly baa, Bolyboly bolyboly bolyboly baa, Habaninny habaninny habaninny haa, Habaninny habaninny habaninny haa. It seems such a shame When the English claim The earth That they give rise to such hilarity and mirth. Mad dogs and Englishmen Go out in the midday sun. The toughest Burmese bandit Can never understand it. In Rangoon the heat of noon Is just what the natives shun. They put their Scotch or Rye down And lie down. In a jungle town Where the sun beats down To the rage of man and beast The English garb Of the English sahib Merely gets a bit more creased. In Bangkok At twelve o'clock They foam at the mouth and run, But mad dogs and Englishmen Go out in the midday sun. Mad dogs and Englishmen Go out in the midday sun. The smallest Malay rabbit Deplores this stupid habit. In Hongkong They strike a gong And fire off a noonday gun To reprimand each inmate Who's in late. In the mangrove swamps Where the python romps There is peace from twelve till two. Even caribous Lie around and snooze; For there's nothing else to do. In Bengal To move at all Is seldom, if ever done. But mad dogs and Englishmen Go out in the midday sun.

Wishful thinking in the English Summer.