The word “sith” was first used in the novelization of Star Wars, as a title for Darth Vader, the “Dark Lord of the Sith”. The Sith were not formally introduced or mentioned on-screen until the release of Star Wars: Episode I – The Phantom Menace, in 1999, though they had been named in some Expanded Universe works before that time.
Not every “Dark Side”-user is a Sith; nor is every “Light Side”-user a Jedi. Dark Jedi is the name given in the Star Wars universe to antihero fictional characters attuned to the Force and adept in its dark side. The concept of “Dark Jedi” is not endorsed anywhere within the movie trilogies. They exist by that name only in the Star Wars Expanded Universe, including video games such as Star Wars: Knights of the Old Republic and the Star Wars: Jedi Knight series; the term is never used in any of the seven Star Wars films.
Because the term Sith was never spoken in the original trilogy (although Darth Vader was described as “Lord of the Sith” in the published screenplay), early Expanded Universe products usually considered the “evil Jedi,” those who joined the dark side of the Force, as “Dark Jedi.” In his novel series The Thrawn Trilogy, author Timothy Zahn labeled Sith Lord Darth Vader and Emperor Palpatine as Dark Jedi, and the term “Sith” was never mentioned in the series until later reprints of the novels.