E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Grimalkin or Graymalkin (French, gris malkin).
Shakespeare makes the Witch in Macbeth say, I come, Graymalkin, Malkin being the name of a foul fiend. The cat, supposed to be a witch and the companion of witches, is called by the same name.