'athrill' is formed from the prefix 'a-' (meaning 'on, in') attached to the word 'thrill'. The prefix 'a-' is a reduced form found in English formations (from Old English usage of a- as a verbal/adjectival prefix meaning 'on/in').

'athrill' arose in Early Modern to Modern English by attaching the prefix 'a-' to 'thrill' (the verb/noun 'thrill' itself attested in Middle English). The combination produced an adjective/adverbal form meaning 'in a state of thrill'.

Initially used in older or poetic English to describe a state of trembling or strong excitement, its meaning has remained broadly 'filled with excitement' though its use became rare and literary over time.