Though the song was Gene Autry's signature song, it was actually written by another "singing cowboy," Ray Whitley.

Ray was scheduled to report to his Hollywood movie lot early one morning in 1938, when at 5:00 a.m. he was awakened by a phone call. Returning to his bedroom, he smiled at his wife, Kay, and said, "Well, I'm back in the saddle again," then he went on to explain that the telephone call had come from the studio, requesting him to produce a new song for the George O'Brien feature, Border G-Man, in which Ray was starring. "You've got a title for one right there", Kay informed him. "I'm Back in the Saddle Again." Ray sat down on the edge of the bed and dashed off the verse and performed the song in the movie only hours later. 

Autry heard the song and getting together with Ray, they rewrote it, though the changes appear to have been very slight. The song was first performed by Gene Autry in his 1939 movie, Rovin' Tumbleweeds, and has become his theme song. Autry also recorded a number of other Whitley compositions including "Ages and Ages Ago", "Rocky Canyon", "Lonely River" and "I Hang My Head and Cry".

Another bit of info, for what it's worth: Ray Whitley is the performer for whom Gibson Guitars made the first "Super Jumbo" J-200 guitar, while Gene Autry is the performer for whom C.F. Martin Guitars made the first D-45.