Between The Devil And The Deep Blue Sea Meaning

The phrase between the devil and the deep blue sea is an idiom referring to a dilemma, a choice between two undesirable situations.

The phrase was first used by Robert Monro in his expedition with the worthy Scots regiment called Mac-keyes, 1637:

I, with my partie, did lie on our poste, as betwixt the devill and the deep sea.

A variation of this idiom is:
between a rock and a hard place

Example: She is caught between the devil and the deep blue sea. She has to choose between staying with her nasty husband and leaving him, taking care of her children all alone.