The Vajrayoginī practice belongs to the highest (Annutarayogatantra) class of Vajrayana Practices.
It has it's origin in the Chakrasamvara Tantra.
The most widely spread Vajrayoginī tradition originates with the Mahāsiddha Nāropa.
Nāropa did not give the Vajrayoginī empowerment to his student
Marpa (the origin of the Marpa Kagyü) but rather to two Brothers of Pharping who
brought the tantra to Tibet where it was quickly adopted as one of the main practices of the Sakya School.
It was later adopted by the Gelug School where it has become one of the more widely practiced higher tantras.
Below you find a diagram outlining one of the many Vajrayoginī lineages within the Gelug School.