Jean-Baptiste Thillaie Delaborde, a French Jesuit priest, invented the clavecin électrique (or clavessin électrique) in 1759.
This might be the earliest surviving electric-powered musical instrument.
Source: http://en.wikipedia.org/wiki/Clavecin_%C3%A9lectrique
http://www.youtube.com/watch?v=dTMnUkxMmfA