In-joke

An in-joke, also known as an inside joke or a private joke, is a joke whose humour is understandable only to members of an ingroup, that is, people who are in a particular social group, occupation, or other community of shared interest. It is an esoteric joke that is humorous only to those who are aware of the circumstances behind it.

In-jokes may exist within a small social clique, such as a group of mates, or extend to an entire profession such as the film or professional wrestling industries, or a particular sporting field or chess team. Ethnic or religious groups usually have their own in-jokes.

https://en.wikipedia.org/wiki/In-joke