The first carved wooden frames, as we know them today, appeared much later in the 12th and 13th centuries in Europe. According to a historical series published in Picture Frame Magazine, these early "framed panel paintings" were made from one piece.
Framing has been around since the 2nd century BC (a very long time ago!). Back then, frames were simply drawn borders around Etruscan cave paintings and borders in ancient Egyptian and Greek art to divide scenes.