Re: When were explosive shells first used in cannons?

Hello, Allen. As far as I can determine, the first use of explosive shells in artillery were in mortars rather than cannons. 
During the civil war, mortars such as the so-called "Dictator" could lob 200 pound explosive shells about 2 miles



You can  visit this British artillery website and 
 this Civil War Artillery websitefor some more details on mortars and explosive shells

Explosive shells were initially limited to mortars and howitzers; cannons were initially unable to fire explosive shells. 



Navy Commander John Dahlgren designed a new type of cannon, with a shape resembling a soda bottle, that was able to fire explosive shells.

Here is a webpage that discusses the explosive shells used in the Civil War.Here is a relevant excerpt:
     "Shells, hollow ammunition filled with gunpowder and equipped with a fuse, were the most common type of explosive artillery round
      used during the Civil War. Fuses could be either timed so the round would explode after a certain number of seconds had elapsed,
      or were percussion so the ammunition would explode upon striking an object. "