E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
When your daughter is stolen close Pepper Gate. Pepper Gate used to be on the east side of the city of Chester. It is said that the daughter of the mayor eloped, and the mayor ordered the gate to be closed up. Lock the stable-door when the steed is stolen. (Albert Smith: Christopher Tadpole, chap. i.)