Yes, we did state in an earlier answer that Stephen was the “first Christian martyr”, which would be the church’s first martyr. (You can read that by clicking on this link: 

Now let’s look at your question regarding John the Baptist.  John was definitely a martyr (one who was killed because of his faith).  He had spoken out against Herod for taking his brother’s wife away from him and marrying her.  We read in Mark 6:17-18, “For Herod himself had sent forth and laid hold upon John, and bound him in prison for Herodias’ sake, his brother Philip’s wife: for he had married her. For John had said unto Herod, It is not lawful for thee to have thy brother’s wife.” For one to take his brother’s wife, while he was still alive, was forbidden as we read in Leviticus 18:16, “Thou shalt not uncover the nakedness of thy brother’s wife: it is thy brother’s nakedness.”  Because John boldly spoke out against this relationship, both Herod and Herodias hated John.  (Matthew 14:5, Mark 6:19).

Now let’s read of John’s martyrdom in Matthew 14:6-11, “But when Herod’s birthday was kept, the daughter of Herodias danced before them, and pleased Herod. Whereupon he promised with an oath to give her whatsoever she would ask. And she, being before instructed of her mother, said, Give me here John Baptist’s head in a charger. And the king was sorry: nevertheless for the oath’s sake, and them which sat with him at meat, he commanded it to be given her. And he sent, and beheaded John in the prison. And his head was brought in a charger, and given to the damsel: and she brought it to her mother.”  Can you imagine such a birthday party where the head of a man would be brought forth for all to see?  How pagan!  How barbarian!  How much hatred against this faithful servant of the Lord!

It cannot be argued that John was not a martyr.  We have just read of it.  However, John the Baptist was not in the church.  We read of John in Matthew 14:5 that, “…they counted him as a prophet.”  John was the first prophet since Malachi prophesied four hundred years earlier.  John was the last of the Old Testament prophets.  The Old Testament law was still in effect during the life of Christ, so John was indeed an Old Testament prophet.  The church did not begin until the day of Pentecost in Acts, chapter 2.  John was martyred before that happened.  So, we cannot properly say that John was a martyr in the church.  Additionally, believers were not referenced as Christians until after the death of John.  We read the first mention of the word ‘Christian’ in Acts 11:26, “And the disciples were called Christians first in Antioch.” 

John was very important for the faithful work He did to honor the Lord.  He lived for the Lord, and he died for his testimony for the Lord.  He is a martyr, and we thank the Lord for the example of his life for us to learn from and seek to exemplify.  (CC)  (521.6)