Spiritual direction names a sustained one-to-one relationship in which a person seeking growth in prayer and religious life meets regularly with a trained guide for reflection and discernment. It is worth stating plainly that the practice has at least two largely separate histories, and grouping them together describes a resemblance rather than a claim of shared origin.
The Christian form traces to the desert fathers and mothers of Egypt and Syria in the third and fourth centuries, hermits and monastics sought out by others for counsel on temptation, prayer and the discipline of a solitary religious life, recorded later in collections of their sayings. The practice was given a systematic, structured form in the sixteenth century by Ignatius of Loyola, whose Spiritual Exercises turned an informal mentoring relationship into a defined, staged program that a director leads a directee through over a set period, a model still used well beyond the Jesuit order that produced it.
Sufism holds a comparable relationship between a murshid, an authorized spiritual guide, and a murid, the disciple placed under instruction, but this relationship is structured around initiation into a particular order and the transmission of that order's own practices rather than around anything derived from the Christian model. The two traditions did not borrow this practice from each other. Each built a version of it independently to answer a need common to disciplined religious life, sustained personal guidance rather than teaching delivered to a crowd.
Naming both under spiritual direction states that family resemblance honestly. It does not assert that a directee in a parish and a murid under a Sufi shaykh are undergoing the same thing.