In French, the term means “with juice” or, more accurately, “with the juice”. Typically, au jus is used to indicate that the food, almost always a meat, is being served with a sauce that has been made from its own juices a la broth, wine, or some other liquid. For example, if you frequent the chain “Portillo’s”, you can get a roast beef sandwich au jus.
The term can be traced back to two different instances depending on how the term is used. As an adjective, the term can be traced back to the 18th century; as a noun, the term can be traced back to the early 20th century. However, the practice can be traced back to the Middle Ages. As a final note, it is technically improper to use au jus as a noun; in this case, jus is the actual noun whereas au is a preposition. Of course, that is if you are following French conventions. The Merriam-Webster dictionary accepts both usages.