‘Diegesis’ refers to the world created by a theatrical work or a film. ‘Extra-diegetic’ refers to something that comes from outside that world.
In non-fiction film-making, the most common use of the term ‘extra-diegetic’ is in relation to music. If the music on the soundtrack has not been recorded in synch with the action of a given film, but is, rather, a piece that comes from elsewhere, i.e. if it has been recorded in a studio, or for some other purpose than for the film that is being made, then it is said to ‘extra-‘ or ‘non-diegetic’.
If the music on the soundtrack has been recorded at some point during the filming of a given film but is then used, out of synch, to cover a different sequence in that same film, it is sometimes referred to as ‘intra-diegetic’.