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I can't think of a possible scenario where one would tell another to cool his heels (the very first time). Even if you walk a lot, only your legs hurt a lot. Why particularly heels?

How did it come into existence?

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up vote 5 down vote accepted

The idea seems to be that your feet become hot with walking and that when you stop walking they, and in particular, your heels, cool down. Hence, the current meaning of having to wait. The earliest recorded use of cooling the feet in this way is dated 1576. Coole their heeles first appears in 1606, where it appears to refer to horses. It is first applied to people in Chapman’s translation of the Iliad published a few years later.

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right. didn't think about horses. –  Anubhav Saini Dec 1 '11 at 7:54
    
A 1673 French-English dictionary says: "and when they will threaten to make one attend long for the thing be desires, they say, Je te feray corapter des chevilles ; (I will make you cool your heels before you have it)." Translated directly, this is: I will make you count your heels. –  Hugo Dec 1 '11 at 10:01
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In my youth in 1970s England, the expression was meant to denote being sent to wait in a corridor/ to see the Headmistress after some bad behaviour in the classroom. As in "she was sent to cool her heels in the corridor by the teacher". It implied awaiting some chastisement, and was used in English School Stories from the early part of the 20th Century.e.g. The Chalet School series.

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