Green’s Dictionary of Slang

1. nonsense! rubbish!

1833

Satirist (London) 20 Jan. 445/2: Ye men of Preston! Stanley's crew / Have boasted they have made me budge: / Potwallopers! ye still are true — / Ye never will desert me ?—Fudge!

2. an excl. of annoyance, frustration, etc.

1903		Nebraska State Jrnl (Lincoln, NE) 14 June 9/5: ‘Ah, fudge!’ he said disgustedly, ‘gimme a rye highball’.
1911		E.B. Morris Freshman in College Comedies 11: Worden. I am going to get a dormitory room. Violet. Oh, fudge. There ain’t none of them left.
1912		Sport (Adelaide) 5 Oct. 15/3: They Say [...] That Percy said, ‘Oh! Fudge,’ as they were indulging in a Sunday morning’s outing, admiring the pedestrians.