Is the BBC's pre-war live adaptation of Karel Capek's R.U.R., broadcast on February 11, 1938, the first science fiction television show? Originally, I would have thought that the American series Captain Video starting in 1949 was the first, and it may have been the first series.
But in doing my research before asking the question, I came up with the BBC broadcast. It was a 35 minute extract from the novel. It's so early that I'm tempted to call it the first, but there might be something even older.