Wikipedia has an very detailed article about the history of the hamburger.

During the life of their leader Genghis Khan (1167–1227), the Mongol army occupied the western portions of the modern-day nations of Russia, Ukraine, and Kazakhstan, forming the so-called Golden Horde. This cavalry dominated army was fast moving and sometimes unable to stop for a meal, so they were often forced to eat while riding. They would place a few pieces of meat in the form of fillets under their saddles so that it would crumble with the constant jogging and be cooked by the heat from the animal.