Faced with two undesirable choices or situations. I cheated on the test, and now, I'm caught between the devil and the deep blue sea—I either have to confess to my teacher or live with the guilt. Ugh!A: "I asked two girls to the dance, and they found out about it! Now, I've got two angry women to deal with." B: "Sounds like you're caught between the devil and the deep blue sea, buddy."