1560s, "idle vagrant," perhaps a shortened form of roger (with a hard -g-), thieves' slang for a begging vagabond who pretends to be a poor scholar from Oxford or Cambridge, which is perhaps an agent noun in English from Latin rogare "to ask." Another theory [Klein] traces it to Celtic (compare Breton rog "haughty"); OED says, "There is no evidence of connexion with F. rogue 'arrogant.' "
In playful or affectionate use, "one who is mischievous," 1590s. Meaning "large wild beast living apart from the herd" is from 1859, originally of elephants. Meaning "something uncontrolled or undisciplined" is from 1964. Also common in 17c. as a verb. Rogue's gallery "police collection of mug shots" is attested from 1859.