LEGO made the first officially licensed Disney LEGO sets, released in 2010.
The early Disney LEGO partnership produced sets based on popular Disney and Pixar properties. It gave builders a new way to interact with familiar characters, translating animated designs into brick-built models and minifigure-scale play environments.
The partnership later expanded substantially, including sets connected with classic Disney characters, Disney Princess stories, Pixar films, Marvel, and Star Wars. Those later ranges can make the collaboration seem newer than it was, but Disney-branded LEGO products date back to 2010.
Mega Brands is a plausible alternative because it also makes construction toys and has held entertainment licenses. Mattel and Hasbro likewise produce many Disney toys. The answer is LEGO because the question concerns the first Disney-branded LEGO sets, not the first construction toy based on any Disney property.