1550s, "the act of guiding or escorting for protection," from obsolete verb convoy "to accompany on the way for protection" (late 14c.), from Old French convoiier, from Vulgar Latin *conviare, literally "go together on the road," from assimilated form of Latin com "with, together" (see con-) + via "way, road" (from PIE root *wegh- "to go, move, transport in a vehicle").
Compare convey. The meaning "an escort, an accompanying and protecting force" is from 1590s; sense transferred by c. 1600 to "train of ships or wagons carrying munitions or provisions in wartime under protection of escort."