The earliest known mechanical game devices, such as the "Noughts and Crosses" game (also known as Tic Tac Toe) and "Draughts" game, were invented in the 19th century. These were not consoles in the modern sense, but rather simple mechanical devices that could be used to play a single game.
The first true video game consoles, like the Magnavox Odyssey and Atari 2600, were developed in the 1970s.