Double entendre
a word or expression capable of two interpretations with one usually risqué (Merriam-webster)
Origin and meaning
In French in the 16th century, double entendre was an expression meaning “double understanding” or “ambiguity”—something that could be construed in two ways. (dictionary)
Early uses of double entendre in French and English were used to call out duplicitous or evasive language meant to deceive someone, wriggle out of the long arm of the law, or deviate from Christian virtues in some way. One early French author even warned that “girls must be firmly on their guard against double entendres,” as they might “poison these poor, sweet, delicate girls.” (dictionary)
By the early 19th century, double entendre honed in on its wordplay sense, especially sexual innuendo.
Examples
Source of pictures: https://memebase.cheezburger.com/puns/tag/double-entendre
Sources
https://www.dictionary.com/browse/double-entendre
https://www.merriam-webster.com/dictionary/double%20entendre