AD&D 1e definitely had a screen - had Trampier artwork on it. I don't know if there was one produced by TSR prior to that - Wikipedia doesn't list any for any edition prior to 1e.
And as @Mannahnin says Judge's Guild had one a few years earlier. IIRC it didn't have artwork on it - it had GM tables on one side and player tables on the other (I think that was the Judge's Guild screen at least - I know someone made one like that).
I think I recall @Rob Kuntz saying that Gary hid behind a closet door in his office while DM'ing.Was is Arneson or Gygax that hid behind a full-body screen when DMing games?