Cicero, De inventione
“If the matter allows, it is not useless to begin from some different angle or with a joke or something which you think up on the spot, the sort of thing which gets applause and shouts. You might also use something which is prepared for you, an anecdote, fable, or something else which has something funny in it.
If the gravity of the affair prohibits a sense of humor, it is not inappropriate to include something sad, unknown, or pretty dreadful right from the beginning. For, just as weariness for good can be treated with some small bite or lightened by something sweet, a mind tired of listening is reinvigorated by amazement or a laugh.”
Sin res dabit, non inutile est ab aliqua re nova aut ridicula incipere aut ex tempore quae nata sit, quod genus strepitu acclamatione; aut iam parata, quae vel apologum vel fabulam vel aliquam contineat irrisionem; aut si rei dignitas adimet iocandi facultatem, aliquid triste, novum, horribile statim non incommodum est inicere. Nam, ut cibi satietas et fastidium aut subamara aliqua re relevatur aut dulci mitigatur, sic animus defessus audiendo aut admiratione integratur aut risu novatur.
Some Examples of Ciceronian jokes:
Macrobius, Saturnalia 2.1:
“Who is there, that has taken care to read those those books of his jokes which his freedman composed, who does not know how much Cicero excelled in humor? (Though, some suspect that the freedman was the author.) Who is there, who doesn’t know that he was often called the ‘consular clown’ by his enemies? Vatinius mentioned this in his own speech. I would, if it wouldn’t take too long, recall those cases in which he represented guilty clients, which he won by joking.”
Cicero autem quantum in ea re valuerit quis ignorat qui vel liberti eius libros quos is de iocis patroni conposuit, quos quidam ipsius putant esse, legere curavit? Quis item nescit consularem eum scurram ab inimicis appellari solitum? quod in oratione etiam sua Vatinius posuit. Atque ego, ni longum esset, referrem, in quibus causis, cum nocentissimos reos tueretur, victoriam iocis adeptus sit.
Aulus Gellius, Attic Nights 12.12
12 The clever response of Marcus Cicero as he defends himself against a claim of obvious lying
“This is a part of rhetorical training too—to admit criminal matters not subject to danger cleverly and with charm so that, if something foul is alleged which cannot be denied, you may defuse it with a humorous response and make the whole matter more dignified with a joke rather than an allegation, just as it is recorded that Cicero did when he tempered what could not be denied with a clever and amusing comment.
For when Cicero wanted to purchase a house on the Palatine hill and he did not have the money at hand, he accepted in private as much as two million sesterces [$100,000?] from Publius Sulla* who was then a defendant in a case. But the whole matter was made public before he bought the house and he was charged with receiving money for buying a house from an accused defendant. So then, troubled by the unanticipated criticism, Cicero denied that he had received the money and denied that he would have bought the house, saying “Indeed, If I buy the house, it is true that I took the money”.
But later, when he had bought the house and was charged with being a liar in the senate by his enemies, he laughed plenty and said while chuckling: “You are senseless men if you don’t know that it is a mark of a wise and cautious head of a family, when he wants to buy something, to deny that he wants to buy it to scare off competitors!”
*He was charged for participating in the conspiracy with Cataline.
XII Faceta responsio M. Ciceronis amolientis a se crimen manifesti mendacii.
 Haec quoque disciplina rhetorica est callide et cum astu res criminosas citra periculum confiteri, ut, si obiectum sit turpe aliquid, quod negari non queat, responsione ioculari eludas et rem facias risu magis dignam quam crimine, sicut fecisse Ciceronem scriptum est, cum id, quod infitiari non poterat, urbano facetoque dicto diluit.  Nam cum emere uellet in Palatio domum et pecuniam in praesens non haberet, a P. Sulla, qui tum reus erat, mutua sestertium uiciens tacita accepit.  Ea res tamen, priusquam emeret, prodita est et in uulgus exiuit, obiectumque ei est, quod pecuniam domus emendae causa a reo accepisset.  Tum Cicero inopinata obprobratione permotus accepisse se negauit ac domum quoque se empturum negauit atque ‘adeo’ inquit ‘uerum sit accepisse me pecuniam, si domum emero’. Sed cum postea emisset et hoc mendacium in senatu ei ab inimicis obiceretur, risit satis atque inter ridendum: ‘ἀκοινονόητοι’ inquit ‘homines estis, cum ignoratis prudentis et cauti patrisfamilias esse, quod emere uelit, empturum sese negare propter competitores emptionis.’
Macrobius, Saturnalia (II.2.3.1-4)
“I am surprised that you all have been quiet about Cicero’s jokes which prove him as eloquent as in everything else he said. If it seems right, I am prepared—like the guardian of a temple about to announce the oracles of a god—to repeat the Ciceronian jests I remember.
When everyone appeared ready to listen to him, he began: “When Marcus Cicero dined with Damasippus and his host offered him a rather middling wine and said “Drink this forty-year old Falernian,” Cicero replied “It carries its age well.” At another time when he saw his own son-in-law Lentulus, a man of short stature, girded up with a long sword, he asked “Who has attached my son-in-law to a sword?” Nor did he keep a similar bite from his brother Quintus Cicero. For, when visiting the province Quintus that was administering, he saw his brother’s portrait armed with a circular shield sculpted with much greater size near the chest in the manner of pictures (his brother was also a bit on the shorter side), he said “Half of my brother is bigger than the whole!”
Sed miror omnes vos ioca tacuisse Ciceronis, in quibus facundissimus, ut in omnibus, fuit: et, si videtur, ut aedituus responsa numinis sui praedicat ita ego quae memoria suggesserit refero dicta Ciceronis. Tum omnibus ad audiendum erectis ille sic incipit: 2 M. Cicero, cum apud Damasippum coenaret et ille mediocri vino posito diceret: Bibite Falernum hoc, annorum quadraginta est: Bene, inquit, aetatem fert. 3 Idem cum Lentulum generum suum, exiguae naturae hominem, longo gladio adcinctum vidisset: Quis, inquit, generum meum ad gladium alligavit? 4 Nec Q. Ciceroni fratri circa similem mordacitatem pepercit. Nam cum in ea provincia quam ille rexerat vidisset clypeatam imaginem eius ingentibus lineamentis usque ad pectus ex more pictam (erat autem Quintus ipse staturae parvae), ait: Frater meus dimidius maior est quam totus.