Zefir originated from pastila, a traditional Russian delicacy: this dessert was originally made by slow-cooking fruit purée in a warm brick oven, blending it with honey, and whipping it into a smooth, velvety paste before pouring it into wooden molds and allowing it to air-dry.

In the 18th and 19th centuries, during the height of French cultural influence in Russia, pastila was introduced to French chefs working for wealthy Russian families. They enhanced the recipe by adding whipped egg whites and replacing the heavy honey with light powdered sugar. This new, airy version was named 'Zephyr,' after the ancient Greek god of the gentle Western Wind, reflecting its light and pleasant texture.