The idiom “burn the midnight oil” means to work late into the night, especially on a project or task. It originated from the practice of working late by the light of an oil lamp or candle. This phrase is used figuratively in modern times, alluding to its use before the advent of electric lighting. The first known reference to ‘the midnight oil’ in print was by the English author Francis Quarles in his work “Emblemes” in 1635. He wrote: At that time, there was a verb for working late by candlelight: “elucubrate.”

Source: The Idioms