late 14c., "males or females collectively," from Latin sexus "a sex, state of being either male or female, gender," of uncertain origin. "Commonly taken with seco as division or 'half' of the race" [Tucker], which would connect it to secare "to divide or cut" (see section (n.)).
Secus seems the more original formation, but it is strange that the older texts only know sexus. The modern meaning of sectiō 'division' suggests that sec/xus might derive from secāre 'to sever', but the morphology remains unclear: does sexus go back to an s-present *sek-s- 'to cut up', or was it derived from a form *sek-s- of the putative s-stem underlying secus? [Michiel de Vaan, "Etymological Dictionary of Latin and the other Italic Languages," Leiden, 2008]
Meaning "quality of being male or female" first recorded 1520s. Meaning "sexual intercourse" first attested 1929 (in writings of D.H. Lawrence); meaning "genitalia" is attested from 1938. Sex appeal attested by 1904.
For the raw sex appeal of the burlesque "shows" there is no defense, either. These "shows" should be under official supervision, at the least, and boys beneath the age of eighteen forbidden, perhaps, to attend their performance, just as we forbid the sale of liquors to minors. [Walter Prichard Eaton, "At the New Theatre and Others: The American Stage, Its Problems and Performances," Boston, 1910]
Sex drive is from 1918; sex object is 1901; sex symbol is 1871 in anthropology; the first person to whom the term was applied seems to have been Marilyn Monroe (1959). Sex therapist is from 1974.