Loyalties within a family are the strongest and most important ones.
The oldest known variation on this expression is found in the 12th century German epic, Reinhart Fuchs (Reynard the Fox) by Heinrich der Glîchezære: "I also hear it said, kin-blood is not spoiled by water."
In the early 15th century, English priest John Lydgate wrote in his epic poem Troy Book (commissioned by the future King Henry V), "For naturally blood will be
of kind / Drawn-to blood, where he may it find."
The expression in its modern form makes its appearance in the second half of the 17th century; for example, in John Moore's novel Zeluco (1789): "So you see there is little danger of my forgetting them, and far less blood relations; for surely blood is thicker than water." (Chapter 72).
Although there doesn't seem to be a lot of historic support for the position, there is a school of thought that the expression originally had the exact opposite meaning to its modern interpretation, and that the ties between people who have made a blood covenant (for example, shed blood in battle) are stronger than the connection of those who share the water of the womb.
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