Did Arthur Conan Doyle say “The game is afoot”?

Did Arthur Conan Doyle say “The game is afoot”?

Found word for word. Yes. The text appears in works attributed to Arthur Conan Doyle. Source and location below.

"Come, Watson, come!" he cried. "The game is afoot. Not a word! Into your clothes and come!"
The Return of Sherlock Holmes — Arthur Conan Doyle, ¶2146 · Public domain (US), Project Gutenberg #108 · source

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