First let's eliminate one obvious, but erroneous, answer: Ferdinand Magellan.
Magellan visited Southeast Asia on a voyage that began in 1511 took him east bound as far as the Spice Islands and westbound on the return. He then set out westbound on his famous circumnavigation voyage of 1519-1522, but died in the Philippines, short of his previous voyage's eastern most longitude, and thus failed to circumnavigate the globe. (As Maxwell Smart would say, "missed it by that much."
MF offered up the name of "Basque captain, Sebastian del Cano (who) is credited with assuming command of Magellan's last remaining ship, the Victoria, making it back to Spain in September 1522".
Very good answer MF - close, but no cigar.
While Sebastian del Cano (and surviving crew) did circumnavigate the globe, there was a single man who did so before them. And this person did not even intend to do so!
That person was Magellan's slave, Enrique de Malacca (aka Henry the Black).
Enrique was taken as a slave from Sumatra in the year 1511. He was a Malay and served Magellan as his interpreter. He went with Magellan back to Europe, westbound around Africa. He then came on the second voyage, which began in 1519, this time around South America. Magellan of course, as MF pointed out, was killed in the Philippines and never made it around to complete a full circumnavigation, but Enrique did. When he returned to his homeland on that ship, he in fact became the first person known to have circled the globe.
So, Sebastian del Cano and other crew that survived voyage of 1519 to 1522 around the world and returned to Europe were really a distant second to Enrique in completing a circumnavigation.
Together, Enrique, Sebastian del Cano, and surviving crew members have the distinction of being the first men to circumnavigate the globe in a single voyage.