Coxinhas were originally made with a chicken thigh, which its traditional shape is meant to resemble.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.