According to the Wikipedia article for Transit of Venus, the last time a transit of Mercury and a transit of Venus occurred at the same time was 22 September of 373,173 BC. This is a Featured Article and the statement has been on the page since December 2008, implying authenticity. But I cannot find an academic citation anywhere to back this up.
I can find an academic citation for the occurrence of the next one, in 69,163 AD. But I cannot confirm the previous one.