double entendre
noun
[ ˌduːb(ə)l ɒ̃ˈtɒ̃dr(ə) ]
• a word or phrase open to two interpretations, one of which is usually risqué or indecent.
• "he was unable to get through two consecutive sentences without a smutty double entendre"
Origin:
late 17th century: from obsolete French (now double entente ), ‘double understanding’.