It is ありがた迷惑 (ありがためいわく, arigata.meiwaku) if someone does you a favour, but you find it unpleasant and rather annoying. It usually refers to the act which is supposed to be helpful in general, but is perceived as annoying by the person who is given the favour.
ありがた迷惑 is composed of the two parts “ありがた” (arigata) and “迷惑” (meiwaku). The former comes from the adjective “ありがたい” (arigatai) , that describes something one appreciates. For instance, “ありがたいお言葉” (arigatai okotoba) is a common expression that means “very helpful words/advice”, where “言葉” means “words” and a prefix “お” is attached to it. The latter part “迷惑” is an adjective itself which describes behaviour that causes trouble/inconvenience for others. Therefore, ありがた迷惑 indicates an act that was supposed to be ありがたい (helpful) for someone, but is in fact 迷惑 (meiwaku; annoying, a nuisance) for them.
Incidentally, ありがたい can be written as “有難い” in kanji and its literal meaning is “hardly exist”. In fact, it used to mean “precious” or “rare” in the old days, but now it is used for something helpful. A very common word “ありがとう” meaning “Thank you” also shares the same origin.
Synonym: お節介 (Osekkai)
“お節介 (osekkai)” is a very close word to ありがた迷惑. It usually describes a person who meddles in other people’s affairs and gives them an unwanted favour. It can be also used as a noun to indicate the behaviour. The major difference between ありがた迷惑 and お節介 is that the former emphasizes the annoyance of the act with some irony while the latter connotes that it is none of your business.
My girlfriend kindly cleaned my room, but that was honestly ありがた迷惑だ because now I don’t know where all my stuff is.
My mom often sends me lots of snacks, but that is ありがた迷惑だ because they are not my favourite.
Synonyms: お節介 (middling in others’ affirms and doing an unwanted favour)
Synonyms in English: an unwanted favour, white elephant
Related words and phrases: ありがたい (helpful, something one appreciates), ありがとう (Thank you)