I've heard this idiom when something bad happens to someone.

What is this saying trying to convey and how it is doing that?

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    It's nonsense really, as 'having no luck' is used as a synonym for 'having bad luck'. It's tongue-in-cheek, and acceptable as such. It's just a wry way of claiming that you only ever get bad luck (whatever luck might be interpreted as). Aug 4 '17 at 21:08

It means the person only ever has bad luck.

If they didn't have bad luck, they wouldn't have any luck, because they never get good luck (or any other kind of luck).

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