It is generally attributed to a magazine article written by a French anthropologist named Alfred Sauvy in 1952. He drew a parallel between the emerging three blocs of the world: western/capitalist/liberal (first world), eastern/communist/autocratic (2nd world), and "other" (3rd world), and the traditional French/medieval "estates of the realm" (clergy, nobility, "other").

The original article is available here: http://www.homme-moderne.org/societe/demo/sauvy/3mondes.html