However, you might be thinking of its specific use in the Disney film Snow White and the Seven Dwarfs, which was released in 1937. The song "Heigh-Ho" in the movie features the dwarfs singing it while they go to work in the mine.
So, while "Heigh-Ho" itself has no specific creation date, its use in the context of Snow White and the Seven Dwarfs was in 1937.