Green’s Dictionary of Slang

a general excl. of surprise or annoyance; a var. on what the hell! excl.

c.1499		Skelton Bowge of Courte line 388: What the devyll, man, myrth was never one!
1515–16		Skelton Magnyfycence line 496: What the devyll! Are ye two of aquayntaunce?
1608		A Yorkshire Tragedy I iii: What the devil! How now? Thy hasty news?
1824		W. Scott Redgauntlet (1833) letter V 16: ‘What the devil!’ he said, surprised out of his Presbyterian correctness by the unreasonableness of such a request.
1922		G.K. Chesterton ‘The Fad of the Fisherman’ Man Who Knew Too Much (2003) 82: ‘What the devil——’ he said, and his words softened first to a whisper and then a whistle.
1957		G. Kersh Fowlers End (2001) 16: What the devil!
1979		Fantastic Four Annual 18: Who the devil?
1986		D.R. Koontz Strangers 117: ‘What the devil?’ Dr. Heeton said, surprised.
2005		C. Harrod-Eagles Dear Departed 5: ‘What the devil?’ he said, and looked Slider up and down with amused contempt.