From Longman Dictionary of Contemporary Englishprivate jokeprivate jokeJOKEa joke made between friends, family members etc that other people do not understand → privately → private
Examples from the Corpus
private joke• But Sir Thomas liked riddles and his own private jokes.• He turned away as we entered, shoulders shaking as if relishing some private joke.• Melford, now he had tasted blood, seemed to be revelling in some private joke.• Throughout they appeared to be sharing some private joke.• But I sensed they were getting along fine and easy-sharing private jokes and the like.• His private joke is annoying me.• They were laughing into each other's faces at some private joke; they hadn't seen me.• We feel like a family, with private jokes to share, a history. 