The USS Defiant (NCC-1764) has made two prior appearances on two different Star Trek shows.
It first appeared in the original series, in the season 3 episode "The Tholian Web". The central conflict of that episode is that the Defiant is being pulled into a bizarre spatial anomaly, and it disappears completely by the end:
Scotty: Then your fears about that phaser were correct. It blasted a hole right through that crazy space fabric, and only heaven knows where it sent the Defiant.
Star Trek: The Original Series Season 3 Episode 9: "The Tholian Web"
The ultimate fate of the Defiant was left ambiguous until one of the Enterprise writers decided to write a sequel to it, set in the Mirror Universe. This turned into the Enterprise two-parter "In a Mirror, Darkly", which established that the Defiant was transported into the Mirror Universe's past (so it travelled between universes, and also through time) and became something of a secret weapon for the Terran Empire:
Mirror!Archer: The Tholians are a little more open-minded than [the Vulcans]. They detonated a tricobalt warhead here, inside the gravity well of a dead star. The explosion created an interphasic rift. A doorway into another universe.
Mirror!Trip: A doorway.
Mirror!Archer: The rift was unstable. It was too dangerous to send one of their own ships through, so they transmitted a distress call into the opening, hoping to lure a ship from the other side. Their plan worked brilliantly.
[Just sticking out of the moon is the saucer section of NCC1764.]
Star Trek Enterprise Season 4 Episode 18: "In a Mirror, Darkly, Part 1"
However, none of this is required reading for Discovery; the relevant information for those purposes, that the Defiant is a ship from the prime universe that crossed over into the Mirror universe, is established in "Despite Yourself", the first episode of Discovery fully set in the Mirror universe:
Lorca: Data from rebel intelligence suggests that we're not the first ship from our universe to find ourselves here. It cites another Starfleet vessel: USS Defiant.
Burnham: It's unclear, but data suggests that in the future, Defiant will encounter a phenomenon that'll bring it into this alternative universe's past.
Star Trek: Discovery Season 1 Episode 10: "Despite Yourself"
Since Discovery is set prior to the events of "The Tholian Web", this means that from their perspective the Defiant hasn't disappeared yet; however, because the Defiant travels through time, it's still present in the Mirror Universe at the time Discovery gets there.
I hate temporal mechanics.