There is controversy to this subject which I am currently researching. From around 1920-1924 Lloyd Loar worked for Gibson and some of his early pickups were said to be found by Walter Fuller when he joined Gibson around 1933. Lloyd Loar left Gibson earlier to form the Vivi-Tone company and had taken pickup designs with him. Several players stated that some of the early phonograph cartridges where connected to the guitar to amplify it and around 1931 Rickenbacker had an instrument called the Frying Pan that had an electromagnetic pickup. Here are a few of the early pickup patents that I could find.

• 2,087,106 Guy Hart-filed Feb. 8, 1936-granted July 13, 1937
  Gibson EH-150 Pickup commonly called The Charlie Christian Pickup.
• 2,089,171 George D. Beauchamp-filed June 2, 1934-granted Aug. 10, 1937
  Rickenbacker pickup used on The Frying Pan
• 2,119,585 A.F. Knoblaugh-filed Dec. 9, 1935-granted June 7, 1938
  Stack style pickup.
• 2,145,490 G.R. Miller-filed April 18, 1938-granted Jan 31, 1939
  Adjustable poles for each string using a pole similar to a Gibson Deluxe PU.
• 2,175,325 H.S. Sunshine-filed Nov. 10, 1937-granted Oct. 10, 1939
  A threaded steel polepiece with a larger Pan head screw for wider string vibration.
• 2,262,335 C.W. Russell-filed July 21, 1939-granted Nov. 11, 1941
  A two coil pickup wired in series but still non-humbucking.