The most common and most likely answer to this crossword clue is the 4 plus 6 letter word HARD CHEESE
I've seen this crossword clue in The Daily Telegraph
H
A
R
D
C
H
E
E
S
E
More clues leading to the result HARD CHEESE
- Difficult word requested of sitters bringing bad luck
- Bad luck in Derby?
- Better luck next time with export of Parma?
- No Brie? Tough!
- He’s reached bankruptcy, tough luck!
- Cheddar rather than brie? Bad luck!
- Cruel boss? Better luck next time
- He searched all over the place — reaction with nothing found?
- Sympathetic comment from firm north of Leicester, perhaps
- Unlucky criminal searched around empty house
Buddy explains!

The straight part
We know that "Unlucky" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case unlucky = hard cheese.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.