Italics using csquotes with foreign language

We can exploit the fact that \em is a switch:

\documentclass[a4paper, 12pt,twoside, openright]{memoir}
\usepackage{polyglossia}
\setdefaultlanguage{french}
\setotherlanguage{english}
\usepackage{fontspec}
\usepackage[autostyle=true,french=guillemets,maxlevel=3]{csquotes}

\DeclareQuoteStyle{english}
  {\mkfrenchopenquote{\guillemotleft}\em}
  {\em\mkfrenchclosequote{\guillemotright}}
  {\textquotedblleft\em}
  {\em\textquotedblright}


\begin{document}

Des mots français \foreignquote{english}{with an English quote} suivi
par mots français.

\end{document}

How about this? It creates a new (cs-)quote style named fquotes and a corresponding command named \myfquote. (I don't know if one can define csquote command immediately, however.)

\documentclass{article}
\usepackage{csquotes}

\DeclareQuoteStyle{fquotes}
  {\em}{}{\em}{}

\newcommand*{\myfquote}[1]{%
  \begingroup%
    \setquotestyle{fquotes}%
    \enquote{#1}%
  \endgroup%
}

\begin{document}
  bla bla bla \enquote{testing \myfquote{foreign quote}} bla bla bla 
\end{document}