A diphthong is a one-syllable sound that is made up of two vowels. In Received Pronunciation English there are eight diphthong sounds.
The sound /ei/ in play and made is a diphthong made up of two vowel sounds, /e/ and /i/.
In the classroom
Learners often have problems discriminating between diphthong sounds (and also certain vowel sounds which are similar) and exercises that raise awareness and practise recognition are useful. Examples include sounds bingo, minimal pairs, odd one out and sorting.