In 1945, George Orwell used the term "cold war" in an essay called "You and the Atomic Bomb":

James Burnham's theory has been much discussed, but few people have yet considered its ideological implications — that is, the kind of world-view, the kind of beliefs, and the social structure that would probably prevail in a state which was at once unconquerable and in a permanent state of 'cold war' with its neighbors.

The first time the term was applied specifically to the conflict between the U.S. and the U.S.S.R. came in a 1947 speech given by Bernard Baruch to the South Carolina House of Representatives:

Let us not be deceived — we are today in the midst of a cold war.