This is a commonly used expression which was first used by Shakespeare. If you would like to find out more about it then keep reading!
The expression is used to express the idea of something disappearing without a trace. The word “vanish” is sometimes replaced with “disappear.” This does not change the meaning of the expression.
The phrase was first alluded to in 1604 by Shakespeare in his play Othello. It reads “Clown: Then put up your pipes in your bag, for I’ll away. Go; vanish into air; away!” It was in another of his plays The Tempest in 1610 that the exact phrase “thin air” was first used. We find this in a line by Prospero which reads “these our actors, as I foretold you, were all spirits and are melted into air, into thin air.”
This idea of “thin air” has been used frequently since the 17th century and it is certain that this idea was coined by Shakespeare. However, Shakespeare never used the exact expression “vanish into thin air.” This expression was first used in an article The Edinburgh Advertiser in April 1822 which reads “the latest communications make these visions vanish into thin air.”
An example of the expression can be found in a quote by American writer Dale Carnegie. He is quoted to have said “I’ve found that worry and irritation vanish into thin air the moment I open my mind to the many blessings I possess.”