Green’s Dictionary of Slang

a disdainful stare.

1896		Ade Artie (1963) 91: The old man give her the cold eye.
1902		St Paul Globe (MN) 31 Aug. 24/4: Maybe she won’t give th’ cold eye to th’ wife.
1903		A.H. Lewis Boss 199: I’ll let him in, an’, givin’ him th’ icy eye, I’ll ask: ‘What’s th’ row?’.
1911		Chariton Courier (Keytesville, Mo) 1 Sept. 2/4: They would probably [...] laugh at you, or give you a ‘cold eye of scorn’.
1913		Kent & Sussex Courier 31 Jan. 4/2: Everybody in the town seemed to have conspired to give ‘the cold eye and the frozen hand’.
1925		Fort Worth World-Telegram (TX) 4 oct. 6/2: Now listen, don’t turn round and give me the cold eye.
1935		Austin American-Statesman (TX) 30 Mar. 4/3: None of the Washington crowd can give the cold eye like Alice Longworth.