Few people to-day take into consideration the subtle denotations of various patterns of speech. While often well-intended there are several expressions which in certain contexts can be misconstrued. One such mildly suggestive expression is "last night".
Perhaps we are being overly critical, but a gentleman is always carefully well-spoken and must learn to avoid socially-awkward missteps such as this. Our simple suggestions is that gentlemen replace the phrase "last night", which tends to have a sexual connotation to-day, with the phrase "yesterday evening", particularly when speaking to, of, or in the presence of ladies.