Le Palamède

Another 19th Century periodical I have come across.
Le Palamède was the world's first periodical devoted to the game of chess. It was founded in France in 1836 by Louis-Charles Mahé de la Bourdonnais, who is often considered to have been an unofficial world chess champion. 

First issue date: 1836

Final issue date: 1847

no. 1 vol. 1, 1836 & no. 1 vol. 2, 1842

It was founded in France in 1836 by Louis-Charles Mahé de la Bourdonnais who is often considered to have been an unofficial world chess champion.
Amazon (French)