OED gives the first mention of this game in 1600:

1600   S. Rowlands Letting of Humors Blood iv. 64   At hot-cockles, leape-frogge, or blindman-buffe.

Now I want to know how to play hot-cockles!

• 05.145 Then it was like a horrible game of blind-man’s-buff.

“blind-man’s-buff, n.” OED Online. Oxford University Press, June 2017. Web. 5 September 2017.