@monsoon No, it predates Fred Astaire by quite a bit (even though he is ancient). :)
ALL’S FAIR IN LOVE AND WAR—“The rules of fair play do not apply in love and war. The proverb has been traced back to John Lyly’s ‘Euphues’ (1578). First attested in the United States in ‘Horse-Shoe Robinson’ (1835). The proverb is found in varying forms. The proverb is frequently used to justify cheating.” From “Random House Dictionary of Popular Proverbs and Sayings” by Gregory Y. Titelman ( Random House, N.Y., 1996).