Old English Þurresdæg, perhaps a contraction (influenced by Old Norse Þorsdagr) of Þunresdæg, literally "Thor's day," from Þunre, genitive of Þunor "Thor" (see Thor); from Proto-Germanic *thonaras daga- (cf. Old Frisian thunresdei, Middle Dutch donresdach, Dutch donderdag, Old High German Donares tag, German Donnerstag "Thursday"), a loan-translation of Latin Jovis dies "day of Jupiter."
Jupiter was identified with the Germanic Thor. The Latin word is the source of Italian giovedi, Old French juesdi, French jeudi, Spanish jueves, and is itself a loan-translation of Greek dios hemera "the day of Zeus."