This site says first seen 1865
http://www.rhymes.org.uk/ladybug_ladybug.htm but another says no known origin:
http://www.famousquotes.me.uk/nursery_rhymes/ladybird_ladybird.htm and another comes up with : 'Dates to Pre-18th century Europe. This rhyme accompanies a game in which a child places a lady on her finger and says the verse. The bug then flies away or is shaken off.
It is believed to have originated as an ancient superstitious chant, possibly (with different words) to guide the sun through dusk into darkness, once regarded as a mysterious time when the sun �disappeared� for many hours'.
Like the bit that it 'may have had different words........'