double entendre (n.)

also double-entendre, "word or phrase with two meanings or admitting of two interpretations," usually one of them obscure or indecent, 1670s, from French (where it was rare and is now obsolete), literally "a twofold meaning," from entendre (now entente) "to hear, to understand, to mean," from Latin intendere "turn one's attention" (see intend).

The proper Modern French phrase would be double entente, but the phrase has become established in English in its old form. Native phrase double meaning in the same sense is recorded from 1550s.