This is a style of writing, commentary or even art, in which the author/artist uses comedy to convey his serious message. Kurt Vonnegut, Jr. is famous for his wickedly funny yet deadly serious books on topics such as capitalism, family life, war and nuclear weapons.
Another more recent genius of the stage made what could be considered a dark satire as it made light of a very dark subject indeed. Roberto Benigni's "Life is Beautiful" is a very funny yet touching film on the subject of the holocaust.