Similar in meaning but less specific:
* Contradiction
* Paradox
* Incongruity
* Self-contradiction
* Logical fallacy (in some cases)
Descriptive phrases:
* A figure of speech that combines contradictory terms
* A phrase that combines opposite or incompatible words
* A statement that seems to contradict itself
More informal or colloquial:
* A mixed-up saying
* A word play
* A funny turn of phrase
Ultimately, the best alternative depends on the specific situation and the desired tone.