As the spelling suggest, the word has been taken from French and being an adjective, it can be used to describe a person who is never hesitant to share those improper sexual jokes. Its first known usage dates back to 1865-70 and it has been derived from the French word Risque, which means to risk.

What is risque behavior?

Something risqué hints at sex or sexual content. risqué material isn't in your face or extreme — it's just a little naughty.

Why do people say risque?

Risqué is more often used in sexual situations, such as a risqué joke that might be inappropriate for an office environment or a risque story you wouldn't tell around your family. The word risque suggests sexual impropriety and indecency, or spicy gossip. Many different languages also contain words that mean risqué.