It seems nobody knows for certain.
The tale has several similarities with "The Wolf and the Seven Young Kids" (the "kids" being young goats) included in Grimm's Fairy Tales (Kinder- und Hausm�rchen, or Children's and Household Tales) by The Brothers Grimm, a collection that was first published in 1812 and had several revisions and additions until 1857.
The tale of the Three Little Pigs and the Big Bad Wolf was included in Nursery Rhymes and Nursery Tales by James Orchard Halliwell-Phillipps, first published around 1843. It seems to have become popular during the late 19th century. Variations of the tale appeared in Uncle Remus: His Songs and Sayings in 1881. The story also made an appearance in Nights with Uncle Remus in 1883, both by Joel Chandler Harris, in which the pigs were replaced by Brer Rabbit. The story in its arguably best-known form appeared in English Fairy Tales by Joseph Jacobs, first published in 1898 and crediting Halliwell as his source.
http://en.wikipedia.org/wiki/Three_Little_Pigs