Theosophy comes from the Greek term θεοσοφία (theosophia), derived from θεός (theos), divine and σοφία (sophia), wisdom; variously translated as divine wisdom, the wisdom of God or the gods, or wisdom in things divine.
Mme. Blavatsky, in her Theosophical Glossary, describes the term as follows:
Theosophia (Gr.). Wisdom-religion, or “Divine Wisdom”. The substratum and basis of all the world-religions and philosophies, taught and practised by a few elect ever since man became a thinking being. In its practical bearing, Theosophy is purely divine ethics; the definitions in dictionaries are pure nonsense, based on religious prejudice and ignorance of the true spirit of the early Rosicrucians and mediæval philosophers who called themselves Theosophists.