A gentile joke is a joke about gentiles.  Still not clear?  Read on.

Gentile – (jěn’tīl’)

a person who is not Jewish, esp. a Christian.

belonging to or characteristic of non-Jewish peoples

Joke (jōk)

something said or done to provoke laughter or cause amusement, as a witticism or a short and amusing anecdote, often with a punch line; a facetious remark.

Gentile Joke (jěn’tīl’ jōk)

a joke about gentiles.

You might be a Gentile if you clicked above on witticism, anecdote, or facetious because you were unsure of its definition.