She left a note. No, I haven't read it yet.
An angry wife left her husband, and she left a note, presumably detailing her issues with him. This joke takes the anger one step further, instead of simply leaving the note, she literally stabbed him in the back, leaving the note lodged on the knife. It's funny in part because the man is relatively calm about being literally stabbed in the back, talking to his friend on the phone calmly about his partner's departure.