"Devil's food. A cake, muffin, or cookie made with dark chocolate, so called because it is supposedly so rich and delicious that it must be somewhat sinful, although the association is clearly made with humor. Its dark color contrasted with the snowy white of angel-food cake, an earlier confection. The first devil's food recipe appeared in 1900, after which recipes and references became frequent in cookbooks. The "red devil's food cake," given a reddish-brown color by the mixture of coca and baking soda, is post-World War II version of the standard devil's food cake."
---Encyclopedia of American Food and Drink, John F. Mariani [Lebhar Friedman:New York] 1999 (p. 111)
Angel food belongs to the nineteenth century but devil's food to the twentieth. How this chocolate cake came to be called devil's food no one knows alothough it may have been a play on opposites: it was as dark and rich as angel food was light an airy...In the early 1900s there were a number of bizarre variations on Devils Food Cake. Once called for mashed potatoes and a number for ground cinnamon and cloves in addition to chocolate..."
---American Century Cookbook: The Most Popular Recipes of the 20th Century, Jean Anderson [Clarkson Potter:New York] 1997 (p. 452-3)
Some food historians believe this might be the first mention of Devil's food. It appears in a memoir written by Caroline King's of her childhood in 1880s Chicago. Ms. King was a popular food writer in the 1920s-1930s.