Learn English – Word that means “bad news”

If a couple is trying to get pregnant, and the wife gets morning sickness, which potentially heralds wonderful news for the soon-to-be-parents, the wife's morning sickness is what we French refer to as "Un mal pour un bien," lit. out of bad comes good.

So, what sounds to come the closest here is "There is no rose without a thorn" or "It's an ill wind that blows no good."

There is no rose without a thorn: Prov. to enjoy any beautiful or pleasant thing, you must endure something difficult or painful.

It's an ill wind (that blows no one any good): A misfortune usually benefits someone.

A harbinger foretells:

noun

1. A person or thing that announces or signals the approach of another:

Oxford Dictionaries Online