'non-EU' originates from modern English, formed by the prefix 'non-' (from Latin 'non', meaning 'not') attached to 'EU', the initialism of 'European Union'.

'non-EU' arose after the creation and naming of the 'European Union' (officially established by the Maastricht Treaty in 1993) as a concise label to indicate entities not part of the EU; it is a straightforward compounding rather than a word with deep historical phonological change.

Initially it meant 'not a member of the European Union', and over time the usage has remained essentially the same while broadening to describe goods, policies, markets, and legal/status categories outside the EU.