Yes, it comes from the Gaelic song, An Coineachan.

The story behind it is that the woman is out picking berries. She sets the baby down for a moment to go further into the thickets. When she comes out there is no baby. As everyone knows, the capricious sidhe who rarely have children of their own, have probably taken the babe. The rest of the song has the woman searching high and low, asking all the animals she encounters if they have seen her baby. Always the answer is no, so she goes on. The last verse has her asking the mist/fog at the top of the peak.