Etymonline indicates the phrase was first used in England around 1893-
roman à clef, novel in which characters represent real persons, lit. "novel with a key" (Fr.), first attested in Eng. 1893. http://www.etymonline.com/index.php?search=roman+a+clef
In 1894, the Robert Hichens novel The Green Carnation was published. Said to be a roman a clef based on the relationship of Oscar Wilde and Lord Alfred Douglas, it would be one of the texts used against Wilde during his trials in 1895.
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