What is the word for an unfunny joke? – english.stackexchange.com

In American English, we would usually say "his joke flopped," or that "his joke was a flop." The noun "flop" is sometimes used informally to mean "a complete failure."

A phrase similar to your Japanese idiom about the air freezing would be "(his joke was so bad), you could hear the crickets chirping." This is referring to the silence that follows a bad joke, as opposed to the loud laughter that would follow a successful one.