Ackshually it's from Neo-Latin ‘fenestra’ meaning ‘window’, specifically coined in 1620, presumably as ‘defenestratio’:
A word invented for one incident: the "Defenestration of Prague" (May 21, 1618), in which two Catholic deputies to the Bohemian national assembly and a secretary were tossed out the window of the castle of Hradschin by Protestant radicals. The trio landed in a trash heap and survived, but it marked the start of the Thirty Years' War.
‘Fenster’ was borrowed from Latin as ‘*fenestr’ way back in the times of Proto-West Germanic. Which, to my understanding, is a somewhat unusual behavior for Germanic languages.
P.S. As noted below, in German it's 'Fenstersturz', meaning simply 'windowfall'.