From where do we get the expression "three dog night"?

It's an Australian term. When it's cold, you sleep with one dog in the bed to keep you warm. Colder is two dogs, but on a really bitter night, it's a Three Dog Night!

The Macquarie dictionary of Australian slang has this:
three-dog night
noun a very cold night. [from the practice of bushmen of sleeping with their dogs; the colder the night, the more dogs needed]

https://iheartdogs.com/6-common-dog-expressions-and-their-origins/