Found this:
Women (goddesses) were shown riding aside (sidesaddle) even in ancient times, and this practice continued into the Middle Ages. As another kind contributor has noted, the Virgin Mary is shown riding aside in early illustrations, as are Medieval noblewomen. Certainly if women sat sideways on a horse before the Middle Ages, they were simply sitting on a pad-saddle, as the saddle with a solid tree was not yet in use. Most of these early illustrations show the woman's mount being led, which would probably be accurate. Remember that illustrations of Mary produced during the Medieval period sometimes show her riding a medieval-era saddle (one such illustration, featuring 2 triangular stirrups, is particularly interesting.)
By the Middle Ages, noblewomen are shown riding both aside and astride. Good examples of aside riding are the French Royal Seals, as well as the Tres Riches Heures of the Duc du Berry. Women at this time appear to have ridden modified men's saddles. The knights' saddles of the time, with their very tall, curving cantles and pommels, could be easily modified to make a secure sidesaddle with the addition of a "backrest" and a footrest called a planchette. There is a good illustration of this type of saddle in Sir Lancelot Du Lac. This was a secure saddle, but almost necessitated that the woman ride facing sideways.
Another saddle which developed during the late Medieval/Renaissance period was lighter than the knights' saddle and featured a small horn on the front and a shorter cantle in back. You will see this type of saddle being used as a sidesaddle, with the addition of a planchette, in some Renaissance paintings and tapestries. This saddle may have been less secure, but did allow the woman to ride facing more forwards, if she wished. Some of the illustrations show women sitting perpendicular to the horse's spine, while other women ride in a more forward-facing manner.
My personal theory is that riding with one of the legs hooked over the central-front horn of the saddle may have been inspired by Crusaders seeing camel-riders, who frequently ride this way. By the early modern period women were certainly riding sidesaddles with two horns. Different sources give credit to Anne of Bohemia, etc, for the change in the number and placement of the horns, but I'm not sure that much of this information has been solidly proven. The two-horn style of saddle, where the rider faced forwards AND the chair-type of saddle were both used. Remember: any peasant woman could "ride aside" simply by sitting sideways on her gentle, often poorly nourished donkey, but true sidesaddles were expensive and still the property of the wealthy and noblewomen.
In the late 18th century we see the sidesaddle really beginning to assume something close to its current shape, although the two horns were still relatively tall. Credit for the addition of the third horn (the "leaping horn") is given to a Frenchman c.1830s. During the 19th century, possibly due to the influence of Queen Victoria and Empress Eugenie, a strong sense of medieval romanticism, AND the introduction of mass-production and later the mail-order catalog, inexpensive sidesaddles became available to the middle-class. Ladies' magazines published articles about riding aside, and horseback riding became a very feminine accomplishment.
Sidesaddles remained popular until the 1910s. Heavier and more difficult to fit to a horse and keep in order than "men's saddles," they began to wane in popularity as the number of servants/grooms decreased and as women found new freedom in dress. There are still a number of enthusiastic aside riders, however, who appreciate the beauty, elegance and surprising safety of this style of riding, and new sidesaddles are being made.