Thanks for looking that out.
I have mis-spelled the name Geoghegan, leaving out the second 'g'- it is Geoghagan in the "Scottish Student's Song Book." and in the book by Fowke and Glazer. Sorry for the confusion.

Fowke and Glazer state "Down in a Mine" was written in 1872. Sheet music of that date in the Levy Collection; "Down in a Coal Mine!" Words and Music J. B. Geoghagan, printed by W. H. Ewald and Bro., Jersey City, NJ., 1872, with other songs in "Gems of Harmony."
http://levysheetmusic.mse.jhu.edu/cgi-bin/display.pl?record=132.107.000&pages=4
Down in a Mine

Lyrics remain the same. Since the 1872 American printing is a collection, the song probably is a little earlier than that date.

The 1937 sheet music by Calumet is a reprint.