The Catechism in Questions & Answers

494. From what does the term 'Lord's Supper' derive?

The term ‘supper’ refers to the circumstances in which Jesus Christ instituted this sacrament: on the evening before His crucifixion He celebrated the Passover meal with His Apostles.

On the evening before their exodus from Egypt, the Israelites celebrated the first Passover meal at the instruction of God. A lamb without blemish was slaughtered and prepared. With it, the Israelites ate unleavened bread. God commanded that the Passover be celebrated annually in order to commemorate the people’s liberation from Egypt.