The name Mallory is a German baby name. In German the meaning of the name Mallory is: War counselor. French Meaning: The name Mallory is a French baby name. In French the meaning of the name Mallory is: Unfortunate; ill fated. Derived from an Old French surname.Latin Meaning: The name Mallory is a Latin baby name.rench Meaning: The name Mallory is a French baby name. In French the meaning of the name Mallory is: Unfortunate; ill fated. Derived from an Old French surname.