Dhokhadhadi, also written Dhokha dhadi [Devnagari:धोखाधड़ी] is a common Hindi-Urdu word which means cheating or fraud.
While 'Dhokha' means cheating, dhokhadhadi, almost the same in meaning, is used more for an act of cheating, mostly a bigger cheating, maybe an act in which there is some real money involved [considering that's the reason for maximum of frauds] and not generally something like a cheating in a board game. However, this is not a hard and fast rule, and one can use dhokha and dhokhadhadi interchangeably as well.
'Dhokha dena' is the verb form, which would mean 'to cheat.'
Dhokha dhadi is the title of a song in the film R... Rajkumar.