1932: A Conquest of Two Worlds, a novelette by Edmond Hamilton, first published in Wonder Stories, February 1932, available at the Internet Archive, reprinted in Startling Stories, January 1948, also available at the Internet Archive.
The two worlds conquered by Earthmen, against bitter resistance by natives who are ruthlessly suppressed, are Mars and Jupiter.
Here is the editorial blurb from the original publication in Hugo Gernsback's Wonder Stories:
Just as the white man had nothing to be proud of in his early conquest of the Americas, so the human race will hardly look back with pride if it manages to conquer the solar planets. The dominating force of greed is not expected to suddenly vanish when enterprising men roam the interplanetary spaces.
It is unfortunate that after brave and unselfish men have opened up new lands, the great profits that they bring go to financiers and business men who risk neither their lives nor their money.
Suppose, as Mr. Hamilton shows so dramatically, the selfish exploitation of other planets was being accomplished for greedy exploiters, and to conquer those worlds meant the decimation of its harmless population, would you aid in that process? Read this absorbing story, and then write us your opinions of the conduct of Mart Halkett. We will print the best letters.
Hamilton's protagonist, Mart Halkett, is a Terran commander who defects to the Jovian resistance.