Determining exactly which book of the New Testament was written first is a matter of scholarly debate, but the general consensus is that the
Letters of Paul predate the Gospels.
Specifically, 1 Thessalonians is widely considered the earliest New Testament writing. It's believed to have been written around 50 AD.
The Gospels are generally dated later:
* Mark: Around 65-70 AD
* Matthew: Around 80-90 AD
* Luke: Around 80-90 AD
* John: Around 90-100 AD
Therefore, 1 Thessalonians (or another of Paul's early letters) predates the Gospels.