While it's one of his most famous plays, it was likely written around 1594-1596. Scholars believe Shakespeare's first plays were likely written in the late 1580s or early 1590s.
Some of his earliest known works include:
* Henry VI, Part 3 (circa 1591)
* Richard III (circa 1592)
* Titus Andronicus (circa 1592-1594)
* The Comedy of Errors (circa 1592-1594)
It's difficult to pinpoint the exact order of his early plays, as historical records are limited. But, it's safe to say that Romeo and Juliet was not the first.