This question will invariably face the issue of how you constrain the definition of a "holy war". In its most constrained sense, a holy war (Latin bellum sacrum) exists in contrast to St. Augustine's just war (Latin bellum iustum) within Crusade-era Christian jurisprudence. A just war was justifiable and not immoral, but a holy war was virtuous. It is relatively easy to find parallels to the concept of warfare as virtuous in pre-Christian antiquity; in fact, the very word virtus (literally, manliness) typically referred to battlefield or martial virtue in Roman society.

The Islamic notion of jihad has a similar trajectory. In the Qur'an, jihad, literally striving or struggle is most commonly used in the phrase jihad fi sabil Allah, "striving in the path of God". The concept of jihad as holy war first appears developed in the writings of Muhammad al-Shaybani in the very late 8th century, probably based on the work of two of his mentors, Abu Hanifa (namesake of the Hanafi scohol) and Abu Yusuf. Broadly speaking, Shaybani's influential theory of international relations divides the world into the abode of Islam (dar al-Islam) and the abode of War (dar al-Harb). Shaybani was a contemporary of the near-legendary Caliph Harun al-Rashid, at the height of Abbasid power, and in his day it was therefore natural to understand dar al-Islam as the world where the Caliph's authority was recognized and shari'a enforced, with recognized religious minorities (in those days, Jews, Christians, Zoroastrians and perhaps Mandaeans) paying tribute and self-governing as dhimma, protected communities. dar al-Harb, by contrast, was a chaotic and lawless place, which the righteous amir (commander) was duty-bound to work to place into submission. Thus, jihad as religious war denotes the fulfillment of this duty. Naturally, over time, with the diminishing authority of the Caliph and the ultimate humiliation of the Mongol conquest of West Asia, the notion of jihad evolved and was molded to fit the needs of new models of Islamic authority (such as that of the Sultan, initially an Amir recognized as independently powerful by the Caliph, and later that of the Malik or Padishah, an unelected king in the Persian tradition).

With the complexities of these concepts in mind, there are a few angles we can approach this from. The first would be critique of martial virtue, that is, the notion that warfare is not inherently virtuous and can indeed be immoral. To the best of my knowledge, the oldest attestation of such critique is found in the Gathas, the seventeen hymns of Zarathustra. These were composed in Central Asia around 1300 BC, at a time when the proliferation of bronze age agriculture and warfare resulted in increased threats against the survival of the pastoral communities Zarathustra belonged to. They are typically thought to be reactions against cults like those of Indra and Agni attested in the approximately contemporaneous Rgveda, which celebrated chariot warfare.

Yasna 29 (Adapted from Helmut Humbach's translation)

1. The soul of the ox complains to you: 'For whom did you shape me? Who fashioned me? Wrath and oppression, fury, spite and violence hold me fettered. I have no herdsman other than you. Thus reveal yourself to me with good pastoral work.

2. Thereupon the fashioner of the ox asks Truth: 'Of what kind is your judgment for the ox? As you, O Ruling ones, have ordered zealous cattle-breeding together with forage, whom do you wish to be its master who may crush the wrath of the deceitful?

3. But no deliverer will answer through Truth in a way helpful to the Ox. No one knows how to set the oppressed free. ...

4. May Mazda who precisely remembers acts of brutality take note here and now those which have been perpetrated by Daevas and men, and may he hereafter take note of those which will be perpetrated by them in the future. He is the Lord with judicial authority - as He desires, so shall it be for us.

This theme of injustice perpetrated against cattle, their herders and nature itself is the theme that permeates throughout the Gathas, which in their entirety comprise about 3000 words, along with the hope of vindication and judgment against evildoers and followers of the amoral, war-like Daeva (presumably referring to deities like Indra and Agni), and calls for power (kshathra) to be granted to the oppressed. Later parts of the liturgy, such as the "Zoroastrian creed", includes explicit pledges to "never again raid the settlement of a Mazda-worshipper" and to "put down the weapon and cease the attack".

The second angle I think one can approach this from is the assertion of a universal claim to dominion. The earliest such claims that are attested seem to originate in the Akkadian period of the Near East, in the 3rd milennium BC. In the Sargonid period, we find the use of titles such as Shar Kishatim (often translated King of the Universe, literally king of Kish, a city said to have been the first city with kings after the great flood of Sumerian myth) and Shar Kibrat Arbaimi, "King of the Four Corners of the [known] World" (usually thought to have literally referred to the edges of the Fertile Crescent - Elam, Lake Van, Akkad, and Syria). Since conquest in the early days of city-states did, to the best of my understanding, not involve administrative integration, but rather consisted of raids followed by treaties of obligation, tribute and subjugation, such claims were by their very nature boastful and aspirational statements of ideology and the extent of one's sphere of influence, rather than realities of direct rulership. These particular titles, which were also heavily used in the Neo-Assyrian period of the 1st milennium BC, are attested at least as late as in the Cyrus Cylinder of 539 BC - I don't know if they are attested in Babylonian documents of Cambyses or the line of Darius I. However, other Assyrian titles such as Great King and King of Kings were, of course, used for a long time to come.

The Cyrus cylinder itself, along with the later Achaemenid royal inscriptions, rely heavily on religious justifications for conquest and assertion of dominion. Cyrus, who connects his own reign to that of the great Assyrian king Ashurbanipal, asserts that the Babylonian king Nabonidus had failed to properly venerate Marduk and removed idols from temples (in reality, this was probably done for safekeeping); the Nabonidus chronicle, composed after Cyrus' conquest, indicates that Nabonidus has preferred worship of the moon deity Sin. The Behistun inscription of Dareios I uses more complex religious rhetoric - it goes at great lengths to connect Dareios' authority to his worship of Aúramazda, and adherence to Truth and opposition to Deceit, describing for example a group of "hostile" Elamites, who "did not worship Aúramazda", and whom he bent to his will. The XPh inscription of his son and successor Xerxes I describes how he destroyed the temples of daiva (see Daeva above) and installed worship of Aúramazda "in the proper way". He similarly asserts his adherence to Truth and opposition to Deceit, imploring the reader of the text to worship Aúramazda to be "happy in life, and blessed in death". The XPh inscription of Xerxes and one of Dareios' other inscriptions begin with the formulaic, "Great is the god Aúramazda, who created the Heavens, who created Earth, who created Man, who created happiness for Man, and who made [monarch] king...", implicitly asserting the king's divinely mandated authority over all creation.

These ideological notions were of course to shape the Hellenic kingdoms established after Alexander's conquest in the 300's BC, as well as influence the polities at the fringes of the Achaemenid empire during its flourishing (which apart from Greece would include North Africa, India and the steppes of Central Asia). The degree to which there was continuity of such ideas through the poorly attested Parthian era to the Sasanian one is disputed, as the remaining memories of the Achaemenid era were conflated with the Parthian one or absorbed into the mythical Kayanid one. However, there is no doubt that the Sasanians were also heavily reliant on religious justification (as attested in reliefs and inscriptions) and the submission of polities at its fringes. Rome famously paid large amounts of gold to the Sasanians to avoid even more expensive warfare; the Sasanians took this as an act of submission and officially regarded Rome as a vassal state. The importance of Zoroastrian tenets in the Sasanian empire is frequently caricatured into banal ideas of "Persia = Good, Rome = Evil", which ignores the complexity even in the relatively limited attestations of late antique Persian thought on the state of the world in "the age of Mixture of good and evil", as they conceived of the present. Certainly, however, the solemn and religious duty of the King to uphold harmony in the realm through hupadkhwaday, "Good Rulership", was paramount.