Since the 1920s, if not earlier.
I've had trouble finding a lot of reliable historical information about Tijuana. (There is a histocial society in TJ located off the Via Rapida somewhat near COSTCO. Unforunately, I haven't yet made contact with a knowledgeable local historian. It was closed when I went there and I haven't been back as "other interests" usually occupy my time in TJ.)
From what I understand the Tijuana "red light" district has had several locations over the years. I've heard that once it had to be relocated due to a flood. Also that bars and brothels were once located on north Revolucion before moving to their current location.
Europeans first visited the area in the 1540s. In 1829 a large land grant became Rancho Tia Juana; however, the date for the founding of the City of Tijuana is usually given as 1889 when parts of the ranch were made available for what later became an urban settlement. During the 1915 Pan American Exposition the City of Tijuana worked hard to attract visitors from the US and this is usually considered the beginning of TJ's tourist industry. Tijuana really took off during the 1920s with legal alcohol, gambling, and horse racing attracting many US tourists including Hollywood stars. World War II, of course, fueled the growth of both tourism and the vice industry. The 1940s saw Tijuana grow from about 20,000 inhabitants to about 60,000. The major population growth occured in and after the 1960s due to the growth of manufacturing in TJ and the city becoming a major "port of entry" for Mexicans migrating to the US. Today the city has over a million inhabitants and many think actually has a larger population than San Diego.