Middle English conneccion (late 14c.), also connexioun (mid-15c.), from Old French connexion, from Latin connexionem (nominative connexio) "a binding or joining together," from *connexare, frequentative of conectere "to fasten together, to tie, join together," from assimilated form of com "together" (see com-) + nectere "to bind, tie" (from PIE root *ned- "to bind, tie").
Spelling shifted from connexion to connection (especially in American English) mid-18c. under influence of connect, abetted by affection, direction, etc. See -xion.
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