1893, American English, in the figurative sense "fear or doubt that reverses an intention to do something;" the presumed Italian original (avegh minga frecc i pee) is a Lombard proverb meaning "to have no money," but some of the earliest English usages refer to gamblers, so a connection is possible.
I was going to tell him but I got cold feet
col-
cola
colander
Colchis
cold
cold feet
cold shoulder
cold turkey
cold war
cold-blooded
cold-hearted