The Terek sandpiper was formally described and illustrated in 1775 by the German naturalist Johann Anton Güldenstädt under the binomial name Scolopax cinerea.

[3][4] The genus name Xenus is from Ancient Greek xenos meaning "stranger"; the specific epithet cinereus is Latin for "ash-grey" from cinis, cineris, "ashes".

Given the numerous basal fossils of the group found in Eurasia it is likely that the Terek sandpiper lineage originated there, possibly by being isolated as the remains of the Turgai Sea dried up, which happened just around this time.

[6][7][8] Slightly larger than the common sandpiper at 22–25 cm (8.7–9.8 in) length, its long upcurved bill – somewhat reminiscent of an avocet's, but not as strongly curved – makes it very distinctive.

Every few years, individual vagrants are recorded in the Neotropics, where they arrive either as migrating birds from Africa, or as North American strays accompanying local waders south for winter.