Not really. Well, not here anyway. We do have "un mot a double sense" (a word with two senses) but it means a word with the same spelling has two different meanings. It isn't used to mean the slightly naughty sense you get with the English "double entendre."
Double entente is used to mean someone is perceived to have two different intentions in doing something. Like if a kid helps a older woman bring her groceries home. He could be doing it because he wants to be nice, but he could also be hoping to get a tip. It means something is ambiguous.
Unless I completely misunderstand the definition of double entendre, isn't it usually used to identify what looks like a straightforward sentence that can be interpreted to have a bit of a naughty, eye-wagging "woo-woo" type of meaning too.
I added a bit to my definitions to make them clearer. I've been thinking about the best way to explain them but it is a bit difficult since it seems like they are closely related. If any one is unclear, let me know.