Because when I went to the library this week I found one of those encyclopedias of mystery fiction, and I read the entries on Black Detective Stories, Gay/Lesbian Detective Stories, and Women Detective Stories, and the only female nonwhite detective having anything to do with that time period was written in 1901-1902, but set in the Civil War era.
It was a novel called Hagar's Daughter, serialized in Colored American Magazine. According to my notes, the author, Pauline Hopkins, "introduces 'Venus Johnson, a black female detective, in this novel about a black woman 'passing' as white."
All the other combinations of black-and-female were written no earlier than the nineteen-sixties, and usually set in the time they were written. Of course, the encyclopedia only really covered English-language publications; other countries may be a better bet.
Okay, WRITTEN between 1880 and 1940, or SET then?
It was a novel called Hagar's Daughter, serialized in Colored American Magazine. According to my notes, the author, Pauline Hopkins, "introduces 'Venus Johnson, a black female detective, in this novel about a black woman 'passing' as white."
All the other combinations of black-and-female were written no earlier than the nineteen-sixties, and usually set in the time they were written. Of course, the encyclopedia only really covered English-language publications; other countries may be a better bet.