The Old English form was "rūh", which meant "rough, shaggy, coarse, harsh". This word itself likely came from Proto-Germanic, the ancestor language of English, German, Dutch, and others. The Proto-Germanic form is reconstructed as "*ruhaz".
So, while "rough" ultimately has its roots in the Germanic branch of the Indo-European language family, it doesn't have direct cognates in other languages outside of that family.