Boot into Safe Mode according to Start up your Mac in safe mode - Apple Support and try to delete from there. Then reboot normally.
NOTE: Safe Mode boot can take up to 10 minutes as it's doing the following;
• Verifies your startup disk and attempts to repair directory issues, if needed
• Loads only required kernel extensions (prevents 3rd party kernel/extensions from loading)
• Prevents Startup Items and Login Items from opening automatically
• Disables user-installed fonts
• Deletes font caches, kernel cache, and other system cache files
NOTE: if you have a wireless keyboard with rechargeable batteries you should connect it with its charging cable to assure a successful boot into Safe Mode.