double entendre (DUB-uhl ahn-TAHN-druh) noun
A word or phrase used in a manner that it can be interpreted in two ways, especially when one of the meanings is risque. [From obsolete French, literally double meaning.]
"Without double-entendre British comedy would be bereft. A short selection from a week's viewing: 'You should have heard the gasps when I showed my marrow to the Women's Institute'."
-- Thomas Sutcliffe; In Search of Intelligent Life on Planet Sitcom; The Independent (London, UK); Mar 8, 1996.