This is most likely because another application is using the file:
For example, you could be trying to clean a file that your web browser is currently using.
This page is relevant to the Custom Clean part of CCleaner (formerly called Cleaner). It explains how to fix this problem and what to do if the fix doesn't work.
How to fix the problem:
Shut down the application that's using the file you want to clean and run another clean using the CCleaner app.
What if this doesn't work?
We suggest you don't try to delete the file by yourself. However, if you want to stop this file reappearing in the results screens for Analyze and Run Cleaner here's what you need to do.
Side-click the file you want (from the list of files CCleaner has identified on your PC) and select Add to Exclude List from the menu. Please see the screenshot for reference.