The journey of 'vex' begins with the Latin verb 'vehere', meaning 'to carry or convey'. From this, the frequentative form 'vexare' was created, intensifying the action to mean 'to shake violently, to agitate, or to harass'. This sense of causing disturbance passed through Middle French as 'vexer' and entered English in the late 15th century. The modern meaning has softened from physical agitation to primarily denote the act of causing mental annoyance, irritation, or worry, capturing the essence of troubling someone's peace of mind.

The word 'vex' is a simplex word. It is a loanword from Middle French 'vexer', which derived from Latin 'vexare', meaning 'to shake, jolt, harass, annoy'. The Latin verb is a frequentative form of 'vehere', meaning 'to carry, convey'.