'sangfroid' originates from French, specifically the phrase 'sang-froid', where 'sang' meant 'blood' and 'froid' meant 'cold'.

'sangfroid' was borrowed into English from French (often as the hyphenated 'sang-froid') in the 18th–19th century and eventually appears as the modern English loanword 'sangfroid'.

Initially it literally meant 'cold blood' ('the state of blood being cold'), but over time it evolved into the figurative meaning 'calmness or self-possession under pressure'.