It's older than Coke. Following the references to The Phrase Finder, we get 1628 for the year he said it, with two other people saying it in 1581.
However, the oldest I found is Most fruitfull [and] learned co[m]mentaries of Doctor Peter Martir Vermil Florentine (published 1564):
House of euerye man is his castle.
("euerye" means "every")
This is an index, which points to page 252, which explains what it means:
Which thing was also decreed afterward by the Romane lawes, as it is had in the title de in ius vocando, in the digestes in the lawe plerique: No man ought to haue hys house inuaded. For the priuate house of euery man seemeth to be a certayne holy sanctuary to his possessor. But with the Gabaonites there was nothyng safe or holy: so much had lacke of a gouernor brought to passe.
My rough translation: "[That] was also decreed afterwards by the Roman laws, as in De in ius vocando…: No man ought to have his house invaded. For the private house of every man seems to be a certain holy sanctuary to its owner. But with the Gabaonites, there was nothing safe or holy: so much had a lack of governor caused."
It seems to me like it could be a translation of an older quote into English.