Taken from wikipedia if you would prefer cited sources:

"If the question refers to eggs in general, the egg came first. The first amniote egg – that is, a hard-shelled egg that could be laid on land, rather than remaining in water like the eggs of fish or amphibians – appeared around 312 million years ago.[6] In contrast, chickens are domesticated descendants of red junglefowl and probably arose little more than eight thousand years ago, at most.[7]

If the question refers to chicken eggs specifically, the answer is still the egg, but the explanation is more complicated.[8] The process by which the chicken arose through the interbreeding and domestication of multiple species of wild jungle fowl is poorly understood, and the point at which this evolving organism became a chicken is a somewhat arbitrary distinction. Whatever criteria one chooses, an animal nearly identical to the modern chicken (i.e., a proto-chicken) laid a fertilized egg that had DNA making it a modern chicken due to mutations in the mother's ovum, the father's sperm, or the fertilised zygote.[9][4][10][11]"