Coxinhas were originally made with a chicken thigh, which its traditional shape is meant to resemble. In its modern processed form it may have originated in Limeira, São Paulo,
in the 19th century.
In the book Stories & Recipes, Nadir Cavazin says that the son of Isabel, Princess Imperial of Brazil (1846-1921) and Prince Gaston, Count of Eu, had a favorite dish, chicken, but only ate the thigh. One day, not having enough thigh, the cook decided to turn a whole chicken into thighs, shredding it and making the filling for a flour dough shaped into a drumstick. The child endorsed the results.
Empress Teresa Cristina, when she was visiting him, could not resist the tasty delicacy; she liked it so much she requested that the master of the imperial kitchen learn how to prepare the snack.