Cicero, On the Orator 2.276
From a selection of good jokes.
ut illud Nasicae, qui cum ad poetam Ennium venisset eique ab ostio quaerenti Ennium ancilla dixisset domi non esse, Nasica sensit illam domini iussu dixisse et illum intus esse; paucis post diebus cum ad Nasicam venisset Ennius et eum ad ianuam quaereret, exclamat Nasica domi non esse, tum Ennius ‘quid? ego non cognosco vocem’ inquit ‘tuam?’ hic Nasica ‘homo es impudens: ego cum te quaererem ancillae tuae credidi te domi non esse, tu mihi non credis ipsi?’
And so too with that joke of Nasica, who had come to the house of Ennius the poet, asked for Ennius at the door and been told by the slave-girl that he was not at home; Nasica had a feeling that she had been told by her master to say this, and that he was really inside the house. A few days later, when Ennius had come to Nasica’s house and asked for him at the door, Nasica shouted out that he was not at home; then Ennius said, ‘What? Don’t I recognise your voice?’ Nasica replied, ‘You’re an impudent man! When I asked for you I believed your slave-girl when she said you weren’t at home. Won’t you believe me in person?’