The story
Uncertain. Commentators refer to a variety of African languages or nations, but generally lack specific detail. Benham's Book of Quotations suggests the phrase originated from Black English, but is unclear. Compare the Wolof proverb, Ndànk-ndànk, mooy jàpp golo ci ñaay (“Slowly, slowly one catches a monkey in the forest”). Although the phrase is attested with non-standard assonant catchee mainly from the twentieth century, Eric Partridge suggests it was probably coined in the late nineteenth. Quotations from the mid-nineteenth century use catch or caught the monkey.
Etymology from Wiktionary, CC BY-SA 4.0.