We do use "double sens". In French (it must be the same in every language), we consider two meanings : - the "sens propre" or the literally meaning - the "sens figuré" suppose a knowledge of what we are talking about and is mostly ironical. Example : "Il est lourd" Sens propre : He is heavy Sens figuré : He is boring

It just means "double meaning" in French so I'm sure they use it, but maybe you mean in this way: In English it's often used in the French to imply that the double meaning is sexual, such as "you have good taste" which could mean you have a nice style, or your kisses taste sweet. I think yes on that too, I suspect the French used it that way first.

I think "double meaning" would be translated "double sens", but "double entendre" sounds strange (and not very correct).