I don't know when an actual firearm was carried in an ankle holster, but an ankle holster patent is based upon an item patented in 1915 called a "Garter-pocket," which is a misleading name as the drawing with the patent depicts a pocket with a flap worn just above the ankle, secured by a strap that goes around the leg in a sort of "over the calf" position. The Bill Rogers patent is based upon this 1915 patent, among others. The idea of carrying and concealing things around the leg or ankle is certainly not new, and really, there is not too much "new" in the world of guns. Better materials and finishes, but not too much change in the basics for over 100 years.

US1209401A * 1915-06-07 1916-12-19 Edward V Crouse Garter-pocket.

There is an even earlier patent for a "holster" of sorts made as an integral part of footwear, such as a boot.

1886-08-31 US348233A Grant
DANIEL G. PHALAN, OF WOONSOOKET, RHODE ISLAND, ASSIGNOR OF ONE- HALF TO THOMAS A. TALLON, OF BOSTON, MASSACHUSETTS.

The Bill Rogers patent is:

1999-10-22 US09422165 US6176402B1
Inventor William H. Rogers Current Assignee Safariland LLC Original Assignee Safariland Ltd Inc Priority date 1999-10-22