There are many pieces of evidence that Hitler ordered it. Here is a site dealing with the question:
http://www.holocaust-history.org/hitler-final-solution/
Try to read Hitler's book "Mein Kampf" (page 679) written in 1924. Many references to race preservation and elimination of Germany's enemies (Jews mentioned over and over) showed his vision of the future 15 years before he invaded Polland.
Here is an even an earlier document:
Letter to Adolf Gemlich, September 16, 1919:
Anti-Semitism as a political movement should not and cannot be determined by factors of sentiment, but only by the recognition of the facts. These are the facts: To begin with, Jewry is unqualifiedly a racial association and not a religious association. . . . Its influence will bring about the racial tuberculosis of the people.Hence it follows: Anti-Semitism on purely emotional grounds will find its ultimate expression in the form of pogroms. Rational anti-semitism, however, must lead to a systematic legal opposition and elimination of the special privileges which Jews hold, in contrast to the other aliens living among us (aliens' legislation). Its final objective must unswervingly be the removal of the Jews altogether. [Highlighted by OMM for emphasis] Only a government of national vitality is capable of doing both, and never a government of national impotence. (Sources: Dawidowicz, Lucy S., A Holocaust Reader. West Orange: Behrman. 1976, p.30 and Electric Zen: An Einsatzgruppen Electronic Repository. )
There is ample evidence for this view, for example on July 31, 1941, under instructions from Adolf Hitler, Nazi official Hermann Göring ordered SS general Reinhard Heydrich to "submit to me as soon as possible a general plan of the administrative material and financial measures necessary for carrying out the desired final solution of the Jewish question
http://en.wikipedia.org/wiki/Final_Solution
Christian Gerlach has argued for a different timeframe suggesting that the decision was made by Hitler on December 12, 1941, when he addressed a meeting of the Nazi Party (the Reichsleiter) and of regional party leaders (the Gauleiter). In his diary entry of 13 December 1941, the day after Hitler’s private speech, Joseph Goebbels wrote:
Regarding the Jewish question, the Führer is determined to clear the table. He warned the Jews that if they were to cause another world war, it would lead to their own destruction. Those were not empty words. Now the world war has come. The destruction of the Jews must be its necessary consequence. We cannot be sentimental about it. It is not for us to feel sympathy for the Jews. We should have sympathy rather with our own German people. If the German people have to sacrifice 160,000 victims in yet another campaign in the east, then those responsible for this bloody conflict will have to pay for it with their lives.[
The recent discovery of hitherto unavailable documents, recently uncovered by German historian Christian Gerlach include a diary entry by Propaganda Minister Joseph Goebbels of December 12, 1941 and a portion of Reichsführer-SS Heinrich Himmler's diary entry of December 18, 1941.
The discoveries point to a clear and unmistakable order from Hitler himself to kill the Jews. At the same time, they suggest three revisions to the current theory may be in order.
The two recent discoveries are: The first is a diary entry by Joseph Goebbels of December 12, 1941. It runs as follows:
The second is a note in his own handwriting by Reichsführer-SS Heinrich Himmler in his soon to be published diary of a meeting he had with Hitler at the latter's Headquarters (Wolfsschanze) on December 18, 1941. The notes are simply:
On November 10, 1941, Higher SS and police leader, Friedrich Jeckeln, received orders to liquidate the Jewish population of Riga. He was informed by his superior, Hinrich Lohse, that it was "the Fuehrer's wish."
http://www.geocities.com/onemansmind/hr/hitler/Hitler05.html
