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Caching and prefetching were used in mainframe computers dating back to the 1960s. For instance, the IBM System/360 Model 91 (1966) had a cache with prefetching. Minicomputers such as the VAX 11/780 (1977) later used caching and prefetching. However, these features took a while to trickle down to microprocessors. The Motorola 68000 (1980) had a 4-byte prefetch queue. As far as I can tell, the 8086 was the first microprocessor with a prefetch queue.
We can view the 8086 as a stepping-stone towards the large caches first used externally in the 80386 and internally in the 486. The 80186 and 80286 kept the 6-byte prefetch buffer size of the 8086. The 80386 has a 16-byte prefetch buffer, although apparently due to a bug it was shrunk to 12 bytes in later revisions. As well as the prefetch queue, the 80386 supported an external cache.