Matthew 19:1-12
1 Now it came to pass, when Jesus had finished these sayings, that He departed from Galilee and came to the region of Judea beyond the Jordan. 2 And great multitudes followed Him, and He healed them there.
3 The Pharisees also came to Him, testing Him, and saying to Him, Is it lawful for a man to divorce his wife for just any reason?
4 And He answered and said to them, Have you not read that He who made[a]them at the beginning made them male and female, 5 and said, For this reason a man shall leave his father and mother and be joined to his wife, and the two shall become one flesh?[c] 6 So then, they are no longer two but one flesh. Therefore what God has joined together, let not man separate.
7 They said to Him, Why then did Moses command to give a certificate of divorce, and to put her away?
8 He said to them, Moses, because of the hardness of your hearts, permitted you to divorce your wives, but from the beginning it was not so. 9 And I say to you, whoever divorces his wife, except for sexual immorality,[d] and marries another, commits adultery; and whoever marries her who is divorced commits adultery.
10 His disciples said to Him, If such is the case of the man with his wife, it is better not to marry. 11 But He said to them, All cannot accept this saying, but only those to whom it has been given: 12 For there are eunuchs who were born thus from their mothers womb, and there are eunuchs who were made eunuchs by men, and there are eunuchs who have made themselves eunuchs for the kingdom of heavens sake. He who is able to accept it, let him accept it.
Because Christ is speaking to the Jews about sexual immorality and eunuchs, and it is not written to us that He explained the meaning of sexual immorality to them. One can only guess that sexual immorality has been written down before and understood by the Jews. I believe that in order to know what sexual immorality is, you have to go back to the Old law and see what it says.
Leviticus 18
Deuteronomy 22
Apart from the punishments that goes on, the Jews would have understood sexual immorality in this light. Plus, the book of Judges is also a good study.