Franklin D. Roosevelt signed the first order ever made by a president (on the EEOC). It stated that government contractors could not discriminate on race, color, or national origin. It was applied to defense contractors as well. However, there was no enforcement authority and the primary purpose was to minimize any demonstrated disruptions (such as striking) on military manufacturers while preparing for World War 2.
The Equal Pay Act (which was passed by congress in 1963) focused on employment discrimination.