There are always some words or expression that can be understood either way, that is in a decent way or in a way which is not so decent. We can say when the user of this expression carries a double intention (the 2nd one is the risqué/ naught/ spicy one), then double entendre is in play. Just like in this in advertisement below.
Well, the guy was certainly doing something else than what we imagined at first sight. This clever use of situation or deception is known as double entendre.
Dictionary definition for Double Entendre:
1. A word, phrase, etc., that can be interpreted in two ways, esp one having one meaning that is indelicate. (Noun)
2. The type of humour that depends upon such ambiguity. (Noun)