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1670s, "secret or private stories," from French anecdote (17c.) or directly from Greek anekdota "things unpublished," neuter plural of anekdotos, from an- "not" (see an-) + ekdotos "published," from ek- "out" + didonai "to give" (see date (n.1)).
Procopius' 6c. Anecdota, unpublished memoirs of Emperor Justinian full of court gossip, gave the word a sense of "revelation of secrets," which decayed in English to "brief, amusing stories" (1761).