Most likely, the phrase came from this little brain teaser:
Take a square grid of nine dots. Try to connect all dots using only four lines, and do not remove the (imaginary) pen as you draw your lines.
One's natural instinct is to keep the four lines within the grid. But the puzzle can't be solved in this way. The only solution is to extend the lines outside the box.
Cool trick, right? The puzzle shows how the mind imposes artificial limitations on solutions to problems. This lesson resonated in the business world, and "thinking outside box" caught on as a corporate catchphrase. It eventually careened out of control to where it became irritating, simplistic, and unexamined. In fact, it has been argued that companies like AIG and Countrywide abandoned their tried-and-true business processes and collapsed from too much outside-of-the-box thinking.