If the question concerns projective space specifically rather than projective geometry in a broader sense, then the answer would have to be Jean-Victor Poncelet (1788 – 1867). Desargues already introduced the notion of a point at infinity, but I believe Poncelet was the first to consider a LINE at infinity.
Note. I have researched the topic more closely recently in connection with a publication on Leibniz. It turns out that Desargues already had the notion of line at infinity. There was recently a series of detailed articles on Desargues' work Brouillon d'un Project, by Anglade and Briend; for references see the article linked above.