⚠️ If you think in Spanish, the translation for both words might be the same. But in English there IS a clear difference between them:
"comfortable" /ˈkʌmftəbl/ refers to something soft and relaxing (please, make sure you pronounce it correctly by clicking on the pronunciation icon)
However, "convenient" refers to something suitable and practical
I live very near the office, which is very convenient.
-Is that chair comfortable?
-Yes, but it would be more convenient near the window.
You can check if you have understood the difference by doing this exercise (open in a new tab):