IPA: /ˌɪn.fəˈlɪs.ɪ.ti/
KK: /ɪnˈfɛlɪsɪti/
A situation or expression that is inappropriate or not suitable, often causing discomfort or unhappiness.
His comment was an infelicity that made everyone feel awkward during the meeting.
Infelicity is formed from "in-" (meaning not) and "felicitas" (from Latin, meaning happiness or good fortune) and the suffix "-ity" (meaning the state or condition of). The word refers to the state of being unhappy or unfortunate.
Think of 'not' ('in-') being related to 'happiness' ('felicitas') — that's why infelicity means the state of being unhappy.