The word 'zephyr' originates from the Greek 'Zephyros', the name for the god of the west wind. This name was adopted into Latin as 'Zephyrus' and later entered English in the late Middle English period. The semantic journey is direct: from the personification of a specific, mild wind in Greek mythology to the generalized modern meaning of any soft, gentle breeze. Its logic lies in the cultural association of the west wind with gentleness and spring, as opposed to harsher northern or eastern winds.

The entire word 'zephyr' functions as a single, unanalyzable morpheme in modern English. It is a loanword from Latin, which borrowed it from Greek.