(covers information from several alternate timelines)
In the early 20th century, when many believed that Mars was inhabited, the term was applied to "little green men" originating there. The term even became synonymous with "extra-terrestrial", as any "aliens" were assumed to be of Martian descent.
The War of the Worlds featured Martian invaders, whose appearance was said to have a strange horror. (ENT: "Similitude"). Incredible Tales of Scientific Wonder also featured stories about "men from Mars". (DS9: "Far Beyond the Stars")
Similarly, during the Roswell Incident in July 1947, United States Army Air Forces General Rex Denning referred to the aliens discovered in a crashed flying saucer as "Martians". (DS9: "Little Green Men")
When Amelia Earhart was confronted with an Ocampa accompanying several Humans who encountered her in 2371, she assumed that the Humans were trying to trick her into believing Martians had invaded Earth. (VOY: "The 37's")