I suppose it depends on what you mean by "using" or even "discovered".

Sometime around 600 BCE the Greek philosopher Thales of Miletus discovered something odd about amber (which the Greeks traded with the Baltics for). If he rubbed amber with a piece of fur then light objects such as feathers would be attracted to the amber. There was no "practical" use for this discovery and he Greeks believed it to be something unique to amber.

In 1600 William Gilbert published his famous book "De Magnete" in which he discussed the odd properties of amber which he called "electricus" after the Greek word for amber, elektron.

In 1733 Charles du Fay published 5 papers he called his "mémoire sur l’électricité" (there was a sixth published in 1734) in which he talks about many new electrical discoveries he has made including positive and negative charges, insulators, conductors and contact electrification.

Note please that all of this took place before the esteemed Benjamin Franklin flew his kite.

EDIT: Since it has been asked multiple times both in response to this comment and in the giant list of deleted comments you can see below, the "Baghdad Batteries" are not considered historically sound. With a lot of unsubstantiated guesswork and wishful thinking one COULD possibly make a battery out of the artifacts, however such a battery would be so weak as to be practically useless not to mention that the way it is encased in bitumen would make it impossible to draw a current from the artifact.

These artifacts are nearly identical to scroll storage cases found nearby in Seleucia. Assuming that instead of being a relatively mundane item that we know existed they are instead some sort of fantastical lost technology is, frankly, idiotic.

The History Channel might like to tell you otherwise, but they also want to tell you about aliens, ghosts, and cryptids. Take that however you will.

Metal workers on the North Coast of Peru developed a way to electro plate large copper masks with a very thin layer of gold. These masks were flat sheets of copper, up to one meter wide. The Moche discovered a copper wire, crusted with salt, could be dipped into a clay pot of molten gold and the resulting salt bridge created an electrical current just strong enough to electro plate a copper sheet.
Source: "Kingdoms of Gold, Kingdoms of Jade" by Brian Fagan

Wouldn't people have encountered sparks from static electricity? How was this interpreted before electricity was identified?

The Baghdad Battery is a possible source of ancient electricity.

The Baghdad Battery, sometimes referred to as the Parthian Battery, is the common name for a number of artifacts created in Mesopotamia, during the dynasties of Parthian or Sassanid or Persian Empire period (roughly 250 BC to AD 250), and probably discovered in 1936 in the village of Khuyut Rabbou'a, near Baghdad, Iraq. These artifacts came to wider attention in 1938 when Wilhelm König, the German director of the National Museum of Iraq, found the objects in the museum's collections. In 1940, König published a paper speculating that they may have been galvanic cells, perhaps used for electroplating gold onto silver objects. This interpretation is far from having widespread acceptance, but continues to be considered as at least a hypothetical possibility by some scientists.