Acts 11:26 (NASB)
and when he had found him, he brought him to Antioch. And it came about that for an entire year they met with the church, and taught considerable numbers; and the disciples were first called Christians in Antioch.
The Greek word is Christianos - which basically means "the slaves of the Christ."
Quote:
"Throughout the New Testament, the followers of Jesus Christ referred to themselves in various ways, such as the "faithful," the "elect," the "saints," the "believers" and the "church" (the literal meaning of the original word for church meant ones who are called, i.e. church actually means repentant and converted people, not a building or a corporate organization). Christian, from the Greek Christianos, was originally a term used by unbelievers to describe the followers of Jesus Christ as slaves (i.e. the suffix ianos was popularly used to specify the slaves of the one whose name with which it was compounded i.e. Christianos meant slaves of Christ), and was the name given to the church by the Greeks and Romans who most often intended it in a derogatory manner - although Paul, in referring to himself, made reference to that slave, or servant, label in a positive way by honorably calling himself a "a servant of Jesus Christ" (Romans 1:1). The critical manner of using the term in those early years is perhaps the reason that, surprisingly, Christian is found only three times in the Bible, and Christianity does not occur at all. It was however eventually adopted by the followers of the Messiah themselves, and was thereafter used in a positive way, at least among Christians."