Webster's 3rd New Int'l Dictionary gives it as

have at
to go at or deal with, usu. hostilely —H. L. Mencken

This is undoubtedly derived from the following sense of have:

10a to maneuver into a position of disadvantage or cause to be at a disadvantage.

Webster's 3rd New Int'l Dictionary gives it as

have at
to go at or deal with, usu. hostilely <flops the morning bale of poetry upon my desk and I pull up my chair to have at them> —H. L. Mencken

This is undoubtedly derived from the following sense of have:

10a to maneuver into a position of disadvantage or cause to be at a disadvantage.