See https://www.reddit.com/r/AskHistorians/comments/1e5qdi/the_worlds_oldest_jokes/
Thus far the oldest joke that we have been able to identify by this definition is an old Sumerian saying from ~1900 BCE that is translated as follows: "Something which has never occurred since time immemorial; a young woman did not fart in her husband's lap."
Not the oldest, I know, but we do have a collection of jokes from antiquity called the Philogelos (The Laughter Lover). This gives a pretty good list of a few. Here's a sample: An Abderite (someone from Abdera, apparently the butt of quite a few jokes) saw a eunuch talking with a woman and asked him if she was his wife. When he replied that eunuchs can't have wives, the Abderite asked: "So is she your daughter?"
Yes, this is a thread about jokes. No, that doesn't give you an opening to flout the rules and post one, unless you can back up the fact that the joke in question is one which is documented thousands of years ago!
hi! you'll find lots on the oldest known joke and many more examples in the FAQ (link on sidebar)
According to this article that I found in another, similar thread a while back, the oldest recorded joke in the UK is:
What hangs at a man’s thigh and wants to poke the hole that it’s often poked before? Answer: A key
I think it's still pretty funny, the misdirection is clever and it's understandable even though most people don't wear their keys on a big ring on their belt.
On another level, it's really funny to think of people in the 10th Century AD being like "Har Har I made Ye think of Wangs."
When considered along with the Sumerian joke in the top comment, I think it's safe to say that some things never change.