Although Esteban was his Spanish name, which translates to Stephen in English, this intriguing early historical figure has been even better known by several other names.

Many of the names commonly used for him are derived from his slave nickkname, which was meant to demean and marginalize him by referring to him as if he were a child. These nicknames take on a racially tinged tone and were adopted and used in history books since the 1700s by American writers. They include Estebanico, Estevanico, Estebanillo, and other variations, all of which can be loosely translated as "Little Stephen" or even "Stevie" in English.

Arab writers from his presumed homeland in North Africa's Morocco usually begin by referring to him as Mostapha, Mustafa or some related variant. The Arabic full name in English comes out as Mustafa El-Azemmour, thereby including tbe name of the Moroccan city of Azemmour where he was first taken into slavery. Esteban's original birth name is not known.