It's irony (noun) - the use of words to convey a meaning that is the opposite of its literal meaning.
Similarly, irony may be a statement or situation where the meaning is contradicted by the appearance or presentation of the idea.
Adjective: ironic or ironical. Also known as eironeia, illusio, and the dry mock.
In literature: a technique of indicating, as through character or plot development, an intention or attitude opposite to that which is actually or ostensibly stated.
Examples of Ironical Statements (from fos.iloveindia.com):
One of the identical twins says to the other, "You're ugly!"
I saw a fish drowning.
Many things can be preserved in alcohol. Dignity is not one of them.
Never argue with a fool. People might not know the difference.
Marriage is the leading cause of divorce
I have been down so long, it looks like up to me.