Its name may come from the Celtic: Ann-iacum meaning "The location of the water source" ann- is a well known root name for rivers [e.g. l'Ain, Inn (Austria), Anio (Italy)].

[3] A yellow limestone used in the cemetery, dating from the late second century or early third century AD, is inscribed: Aug (ustis) sac (rum) deo Marti Cicolluis et Litavi P. Attius Paterc[l]u[s] [v(otum) s(olvit) l(ibens) m(erito)] which means: "To the august sacred deities, to the god Mars Cicolluis and Litavi, P. Attius Paterculus paid his vow willingly and deservedly".

[4][5] An inscription was found on a bronze vase near Aignay in 1896 which, according to Chassenay, said: Aug(usto) sacr(um) deo Albio et Damonae Sext(us) Mart(ius) Cociliani f(ilius) ex jussu ejus [v(otum)] s(olvit) l(ibens) m(erito) meaning "It is sacred to Augustus, to the gods Albius and Damona, Sextus Martius, son of Cocilianus, in order to fulfill his vow.

[6] During the revolutionary period of the National Convention (1792-1795), the town took the name of Aignay-Côte-d'Or abbreviated to Aignay.

List of Successive Mayors of Aignay-le-Duc[8] The inhabitants of the commune are known as Aignacois or Aignacoises in French.