I would have guessed London, as I thought only modern cities reached that sort of population. London had a population of 500,000 in the late 1600's, and reached a million in early 1800's. It had a documented population of over a million in 1811.
If you google, you'll see that Rome is considered to be the first to reach a million, but this is undocumented. Baghdad was also likely over a million.
So the answer isn't clear. But I'll give it to Xtr3me.