c. 1400 as part of the refrain of a song; by 1550s as an exclamation to express yawning, sighing, etc.; see hey.
Entries linking to heigh-ho
hey interj.
c. 1200 as a call implying challenge, rebuttal, anger, derision; variously spelled in Middle English hei, hai, ai, he, heh. Later in Middle English expressing sorrow, or concern; also a shout of encouragement to hunting dogs. Possibly a natural expression (compare Roman eho, Greek eia, German hei, Old French hay, French eh). In modern use often weakened, expressing pleasure, surprise.
Þa onswerede þe an swiðe prudeliche, `Hei! hwuch wis read of se icudd keiser!' ["St. Katherine of Alexandria," c. 1200]
In Latin, hei was a cry of grief or fear; but heia, eia was an interjection denoting joy.