Define Ancient. At the very end of the medieval era, Vlad the Impaler comes to mind. His impalings were arguably more political or militaristic in intention, which is more mass murder than serial killer, but if legend is to be believed, and it probably shouldn't be, he also made room for recreational serial murder in his downtime.

The Romans were also pretty fond of purging settlements of people that couldn't be or weren't considered to be worth absorbing into the Empire.

As far as criminally convicted serial killers, however, I don't know of any. It's outside my area of expertise.