"This spiritual was first referred to in a letter to the American Missionary Association from the Rev. Mr. Lockwood, dated Sept. 4, 1861" (James J. Fuld, The Book of World-Famous Music, 5th ed., 2000, p. 247). The possible first edition with the music and words is at the Levy collection (copyrighted Dec. 5, 1861, according to Fuld):

Title: The Song of the Contrabands. "O Let My People Go."
Composer, Lyricist, Arranger: Words and Music obtained through the Rev. L.C. Lockwood, Chaplain of the "Contrabands" at Fortress Munroe. Arranged by Thomas Baker.
Munroe Thomas Baker Publication: New York: Horace Waters, 481 Broadway, 1861.
Form of Composition: strophic with chorus
Instrumentation: piano and voice
First Line: The Lord by Moses to Pharoah said, to let my people go!
First Line of Chorus: O! go down, Moses, away down to Egypt's land
Performer: This Song has been sung for about nine years by the Slaves of Virginia--L.C.L.
Engraver, Lithographer, Artist: Stackpole Sc
Advertisement: ads on back cover for Horace Waters stock
Subject: Civil War--Union
Subject: Slavery
Subject: Biblical references
Subject: Religion
Call No.: Box: 090 Item: 022

See also "Editor's Table" (Continental Monthly: Devoted to literature and national policy, Volume 2, Issue 1, July 1862, p. 113); and A Reply to the Address of the Women of England, by Harriet Beecher Stowe (The Atlantic Monthly, Volume 11, Issue 63, January 1863, p. 132).

The familar version is in Jubilee Songs, as sung by the Jubilee Singer of Fisk University, copyrighted and published in 1872 (again according to Fuld). It is also contained in J.B.T. Marsh, The Story of the Jubilee Singers; With Their Songs ([1875], 1877, pp. 142-143, with music and 25 stanzas) as "Go Down, Moses" [also in the 1880 revised edition, which was reprinted by AMS, 1971].

~Masato