The word Thursday originates from Old English Þūnresdæg, meaning "Day of Thunor." Thunor was the Old English name for the Norse god of thunder, Thor, equated with the Roman god Jupiter (Jove). The name is a calque, or loan translation, of the Latin dies Jovis ("day of Jupiter"). Over time, through regular sound changes, Þūnresdæg evolved into Middle English Thur(e)sday and finally into the modern Thursday, preserving its ancient association with a thunder deity.

The word is a simplex form derived from a proper name. It cannot be meaningfully segmented into productive morphemes in modern English.