It comes from a song that was sung long ago. They say "Who dat sayin; dey gonna beat dem Saints?".
"Who Dat" became part of a chant for fans cheering on their favorite team. It has been debated exactly where it started, but some claim it began with Southern University fans either in the late 1960s or early 1970s and went "Who dat say dey gonna beat dem Jags" - Southern University being nicknamed the Jaguars. Another claim is that around the same time it began at St. Augustine High School, a historically African-American all boys Catholic high school in New Orleans, and then spread to the New Orleans Public Schools. Another claim is that the cheer originated at Patterson High School in Patterson, Louisiana (home of Saints running back Dalton Hilliard). In the late 1970s fans at Alcorn State University and Louisiana State University picked up on the cheer. By 1983, the New Orleans Saints organization officially adopt
at 11:51 AM on Feb. 8, 2010