late 14c., "pertaining to heaven," from Old French celestial "celestial, heavenly, sky-blue," from Latin caelestis "heavenly, pertaining to the sky," from caelum "heaven, sky; abode of the gods; climate," of uncertain origin; perhaps from PIE *kaid-slo-, perhaps from a root also found in Germanic and Baltic meaning "bright, clear" (cf. Lithuanian skaidrus "shining, clear;" Old English hador, German heiter "clear, shining, cloudless," Old Norse heið "clear sky").
The Latin word is the source of the usual word for "sky" in most of the Romance languages, e.g. French ciel, Spanish cielo, Italian cielo. General sense of "heavenly, very delightful" in English is from early 15c.