Slash and backslash in sed

Use single quotes for the expression you used:

sed 's/\//\\\//g'

In double quotes, \ has a special meaning, so you have to backslash it:

sed "s/\//\\\\\//g"

But it's cleaner to change the delimiter:

sed 's=/=\\/=g'
sed "s=/=\\\/=g"

Try:

sed 's/\//\\\//g'

or using another delimiter to prevent you from escaping slash:

sed 's,/,\\/,g'