The Wikipedia article Close reading discusses the history of the concept and the influence of I. A. Richards and others on the New Criticism:
American New Critics in the 1930s and 1940s anchored their views in similar fashion [i.e. focusing on language and form, like I. A. Richards], and promoted close reading as a means of understanding that the autonomy of the work (often a poem) mattered more than anything else, including authorial intention, the cultural contexts of reception, and most broadly, ideology.
The Wikipedia article about New Criticism points out that
Close reading (or explication de texte) was a staple of French literary studies, but in the United States, aesthetic concerns and the study of modern poets were the province of non-academic essayists and book reviewers rather than serious scholars. The New Criticism changed this.
According to Mark Pennington (Close Reading: Don’t Read Too Closely, 16 August 2017),
The New Critics first coined the term close reading to describe this process of text dependent literary analysis.
Based on this, it would seem that the New Critics coined the term "close reading" (in English) or were the first to use it in the context of literary analysis, but I have not been able to find out which person did this, or which publication by the New Critics first used this term. Would it be possible to find which publication in the area of literary criticism first used this term?