Companion Set (April 1984)
The concept of an ability check in AD&D was defined in the Dungeoneer's Survival Guide (1986) p.12:
Ability Checks
On many occasions throughout these rules, characters will be called upon to roll Ability Checks against one or another of their seven attributes [...]
According to Wilderness Survival Guide (1986) p.6, the Dungeoneer's Survival Guide was the work which introduced the concept:
This procedure, introduced to the AD&D game system in the Dungeoneer's Survival Guide, enables the Dungeon Master to determine a player character's success or failure in an attempt to perform some function related to one of the character's ability scores.
However, the term appears in even earlier works than this. In DL3 Dragons of Hope (1984) p.3:
Sometimes, a character must make an Ability Check against one of his Character Abilities (Strength, Dexterity, Wisdom, etc.).
The D&D Companion Rules (April 1984) uses the term in page 9 of the Players Companion:
One game mechanic often used is an ability check—rolling one or more dice and comparing the result to one ability score to determine success or failure.
A quick search suggests that Dragons of Hope was released in September 1984, making the Companion Set the first official D&D publication that I can find which uses the term "ability check".