The Oxford English Dictionary, in Volume II of its Supplement (published in 1976) and hence in the 1989 Second Edition - still the most current printed edition of the OED - provided a 1909 citation for the use of jazz on a gramophone record of "Uncle Josh in Society."
Lord Palmerston wrote in an 1831 letter, in reference to Charles Maurice de Talleyrand-Périgord, of "old Talley jazzing and telling stories to Lieven and Esterhazy and Wessenberg."