If a man has a dry sense of humor, it means he delivers humor without changing expressions. He seems to be serious even though he is making a joke.
Dry humor, also known as deadpan or droll, is often considered sarcastic or even rude. Many people do not understand a dry sense of humor and are insulted by the poker-faced delivery.
Comedians use deadpan deliveries when performing stand-up routines and while acting on-screen. Charlie Chaplain is one of the most famous deadpan actors of the past. Bill Murray, Leslie Nielsen Stephen Colbert and Steve Carrel are also well-known for their dry wit.