That's a dialogue quote from movie《The Shawshank Redemption》:
D.A.: Yet you still maintain you threw your gun into the river...
...before the murders took place.That's very convenient.
ANDY: It's the truth.
D.A.: The police dragged that river for three days, and nary a gun was found...so no comparison could be made between your gun and the bullets...taken from the bloodstained corpses of the victims.
And that also...is very convenient.Isn't it, Mr. Dufresne?
ANDY: Since I am innocent of this crime......I find it decidedly inconvenient that the gun was never found.
what does "convenient" mean here?
The meaning of convenient in these cases is pretty much the regular meaning: good for somebody because it makes their life better or easier in some way. In this case, it's "convenient" that Andy threw the gun in the river because doing so could have helped him avoid being convicted of the crime (which clearly would have made his life better or easier).
If you listen again to the dialogue, you'll probably notice that the speaker puts more emphasis than usual on the word "convenient". This is often done to suggest that one that does not believe something. In this case, the emphasis on "convenient" means the District Attorney is implying "I think you're guilty of the crime".
I hope this helps.