Salad Dressing came first.
Salad dressings and sauces have a long and colorful history, dating back to ancient times. The Chinese have been using soy sauce for 5,000 years; the Babylonians used oil and vinegar for dressing greens nearly 2,000 years ago; and the ever-popular Worcestershire was derived from a sauce used since the days of the Caesar. Indeed, early Romans preferred their grass and herb salads dressed with salt. Egyptians favored a salad dressed with oil, vinegar and Oriental spices.
Mayonnaise is said to have made its debut at a French Nobleman’s table over 200 years ago. Salads were favorites in the great courts of European Monarchs - Royal salad chefs often combined as many as 35 ingredients in one enormous salad bowl, including such exotic "greens" as rose petals, marigolds, nasturtiums, and violets. England’s King Henry IV's favorite salad was a tossed mixture of new potatoes (boiled and diced), sardines and herb dressing. Mary, Queen of Scots, preferred boiled celery root diced and tossed with lettuce, creamy mustard dressing, truffles, chervil and hard-cooked egg slices.
Recap: Salad dressing has been around for thousands of years, mayo has been around for only 200.
Source:
http://whatscookingamerica.net/History/SaladHistory.htm
