late 15c., "in a westerly direction; facing toward the west," from Middle English wester (adj.) "western" (mid-14c.), from Old English westra, variant of westerne (see western) + -ly (2). Cf. Old Norse (adv.). Middle English also had a verb wester "to go west." Related: Westerlies (n.). Somewhat contradictory sense of "coming from the west" attested by 1570s.
A wind, especially a prevailing wind, that blows from the west. The prevailing winds in the middle latitudes are westerlies. See illustration at wind.