Hopefully someone can come along and provide a more full answer, but at least in the English language, the OED notes Langland's Piers Plowman (a late 14th century middle english poem) as the oldest attestation of the use of "Jesus" as an exclamation.

Bi iesus [ed. Ihesus], with here ieweles, ȝowre iustices she shendeth. (B. iii. 154)

By Jesus! with her jewels · your judges she shames (translation)