Was it Ancient Egypt, or even before that?
There have been findings of cats buried alongside humans in old graves dating back almost 10 000 years in the Mediterranean area and at least a good 5 000 years back in China.
It seems the consensus is that cats sought out the humans after they (we) "invented" agriculture which led to an increase in rodents and similar animals cats were hunting near human settlements.
If you're not looking for a scholarly report, I find this to be a really well-written overview: http://www.newyorker.com/tech/elements/are-cats-domesticated As the title suggests its focus is on the "domestication" of cats and thus might be what you're looking for.
Source: http://www.pnas.org/content/111/1/116.short "Early evidence for close human–cat relationships comes from a wildcat interred near a human on Cyprus ca. 9,500 y ago, but the earliest domestic cats are known only from Egyptian art dating to 4,000 y ago"
"This study of cats living 5,300 y ago at the agricultural village of Quanhucun, China provides the earliest known evidence for mutualistic relationships between people and cats."
edit: my first answer-post in this subreddit, I did try to follow the guidelines but if I made a mistake I'd be glad to be corrected/informed of it.