Death of the first First Lady
May 22, 1802
Death of the first First Lady
Martha Washington was married to the first President of the United States, but she was never referred to as the First Lady. That term wasn't used until the death of Dolly Madison in 1849. However, title or not, the first First Lady died on May 22, 1802, at her home in Mt. Vernon, Virginia.
http://www.biography.com/people/martha-washington-9524817