1911, American English, originally baseball slang; perhaps ultimately from jyng "a charm, a spell" (17c.), originally "wryneck" (also jynx), a bird used in witchcraft and divination, from Latin iynx "wryneck," from Greek iynx. Jynx was used in English as "a charm or spell" from 1690s.

Most mysterious of all in the psychics of baseball is the "jinx," that peculiar "hoodoo" which affects, at times, a man, at other times a whole team. Let a man begin to think that there is a "jinx" about, and he is done for for the time being. ["Technical World Magazine," 1911]

The verb is 1912 in American English, from the noun. Related: Jinxed; jinxing.