A potential early candidate is the 1886 story Man Abroad. A Yarn of Some Other Century. (see here for availability of used copies) The entry for this book in Bleiler's Science Fiction: The Early Years indicates human colonization of much of the solar system, but no mention of sentient aliens (though there may be alien vegetation). Here's the start of the summary:
The time is not specified, but is far enough away for man to have colonized the whole solar system. The other planets and the asteroids are like Earth, with similar atmospheres and gravity, and presumably comparable vegetation. At some time the past a comet grazed earth, carrying away a group of scientists and depositing them on the moon, where they survived quite well. This led to a space land-rush, and in a very short time electric airships riding the interplanetary electric currents made their way through the solar system. At present the major planets are independent nations (there is an element of satire here on nineteenth-century foreign affairs), with Mercury, Venus, and Mars kingdoms, and Jupiter an empire. All are on touchy diplomatic relations with one anohter, and war is perpetually likely. Most of the asteroids are sitll unclaimed by the major nations. Some are unsettled; others are privately owned by wealthy persons. All these worlds seem to be economically viable, but Mercury is favored with enormous gold deposits. The economic system throughout the solar system (exception to be noted) is laissez faire capitalism, and greed dominates everything.
The summary goes on to discuss the plot, involving an outbreak of war and a journalist who discovers an asteroid that has been settled by followers of Henry George who have created a type of socialist economy there, which is superior to laissez faire capitalism and eventually spreads to other worlds. The summary concludes with
The author's chief interest is political, and the science-fictional aspects are usually a matter of a line or two of background. The story is filled with nineteenth-century topical references, most of which would mean little except to a historical specialist. An annotated edition would be desirable.
Since Rogue Jedi approved this answer after I added this book, I'm editing out the other stories I had here earlier, but you can check out the edit history on this answer if you want to see some other pre-Foundation examples that might fit from the 1920s through the early 1940s.