It turns out that it was Theodore Roosevelt JR (aided by his brother Kermit) who went to China to shoot a Panda. I always thought it was the Presidential Theodore, who owned the book mentioned previously.

This from Wikipedia:

Kermit and Theodore Roosevelt, Jr., became the first foreigners to shoot a panda, on an expedition funded by the Field Museum of Natural History in the 1920s. In 1936, Ruth Harkness became the first Westerner to bring back a live giant panda, a cub named Su-Lin who went to live at the Brookfield Zoo in Chicago. These activities were halted in 1937 because of wars; and for the next half of the century, the West knew little of pandas.

Apologies to all concerned.