"In about 450 B.C. the ancient historian Herodotus reported that there were underground chambers beneath the Great Pyramid at Giza. "These chambers," he wrote, "King Cheops [Khufu] made as burial chambers for himself ..." (History, 2:124).
Diodorus (c.80-20 B.C.) added more detail:
"And though the two kings [i.e. Khufu and Khafre] built the pyramids to serve as their tombs, in the event neither of them was buried in them; for the multitudes, because of the hardships which they had endured in the building of them and the many cruel and violent acts of these kings, were filled with anger against those who had caused their sufferings and openly threatened to tear their bodies asunder and cast them in despite out of their tombs. Consequently each ruler when dying enjoined upon his kinsmen to bury his body secretly in an unmarked place. [Library of History, 1:64]