The Collaborative International Dictionary of English v.0.48:

Prude \Prude\, n. [F., prudish, originally, discreet, modest;
   shortened from OF. prudefeme, preudefeme, a discreet or
   excellent woman; OF. preu, prou, excellent, brave + de of +
   fete woman. See Prow, a., Prowess.]
   A woman of affected modesty, reserve, or coyness; one who is
   overscrupulous or sensitive; one who affects extraordinary
   prudence in conduct and speech.
   [1913 Webster]

         Less modest than the speech of prudes.   --Swift.
   [1913 Webster]

The Devil's Dictionary (1881-1906):

PRUDE, n.  A bawd hiding behind the back of her demeanor.