The word "Anti-Semite" was coined in 1872 by a Jew-hater named Wilhelm Marr The first printed use of the term "anti-Semite" or "anti-semitic" was in the Athenæum of London, in 1881, according to the OED.
"The first printed use of the term "anti-Semite" or "anti-semitic" was in the Athenæum of London, in 1881, according to the OED."
The first printed use in *English*. Alouette is quite right, as usual, the term was coined by the noted German Jew hater, Willhelm Marr.
From the Simon Wiesenthal Center:
MARR, Wilhelm: German anti-Semite. He brought racist ideas to a wide audience, introducing the word "anti-Semite" into the political vocabulary, by founding the "League of Anti-Semites." The "League" failed as an organization, but was historically important, being the first to create a popular political movement based on anti-Semitism.
http://motlc.wiesenthal.com/pages/t049/t04906.html