Try connecting the phone to a computer via USB cord and then try and delete the file from/through the computer. If it still won't delete, I would check to see if it is also on the phone itself (and not on the card). Lastly, if you have the phone set to sync to a cloud or google account, it is possible that when you delete it, the sync is reinstalling it on the card.
Should none of this work, I would start to wonder if there is something on the device preventing the deletion. You should then try and start up the device in "Safe Mode" and delete the file from there. If that works, scan the phone for malware, viruses, etc.
To get into "Safe Mode" please do the following.
1. First turn off the phone.
2. Next press and hold "Power" until you see the manufacturers logo on the screen, then release the power button.
3. "Quickly" press "Volume Down" and hold it for few seconds until you see the message "Safe mode: ON" or something similar.
4. If you wanted disable it, simply repeat the steps above, and you should see "Safe Mode: OFF" rather than on.