Excuse my French
Please forgive my swearing.
A coy phrase used when someone who has used a swear-word attempts to pass it off as French. The coyness comes from the fact the both the speaker and listener are of course both well aware the swear-word is indeed English.
This usage is mid 20th century English in origin. A version of it is found in Michael Harrison's All Trees were Green, 1936:
"A bloody sight better (pardon the French!) than most."
The precise phrase comes just a few years later in S.P.E. Tract IV., 1940:
"Excuse my French! (forgive me my strong language)."
Every country has neighbours they like to look down on. For the English it's the French.
The source of the phrase is earlier and derives from a literal usage of the exclamation. In the 19th century, when English people used French expressions in conversation they often apologised for it - presumably because many of their listeners (then as now) wouldn't be familiar with the language. An example of this was given in The Lady's Magazine, 1830:
Bless me, how fat you are grown! - absolutely as round as a ball: - you will soon be as enbon-point (excuse my French) as your poor dear father, the major.
'En bon point' is French for 'plump; well-nourished'. It might seem odd to us now that the speaker, having been rather rude about her compatriot's appearance, felt obliged to apologise for doing so in French, but not for the rudeness itself.