Though fluorine is the most electronegative atom it has lower electron affinity than chlorine.It is due to their compact atomic size which propels it high electron density inside the atom.So the incoming electron somehow feels a repulsion which leads to lower value of affinity.
Electron affinity refers to the energy released when an electron is accepted by a neutral atom. Electron affinity
And yes, Chlorine has a higher electron affinity than Fluorine.
That is because although fluorine wants to attract electrons in a bonded pair more easily than chlorine (it is more electronegative), once it has the electron all to itself (gains an electron) the repulsive forces in the small size of the fluoride ion comes into effect. Electrons are all negatively charged and like charges repel each other. With that in mind, the electrons in an atom's orbit repel each other. If we explain it using the wave theory of matter, the electronic clouds of two different electrons repel each other.
Mind you, the electrons are more stable in the fluoride ion than any other negatively charged ion with the exception of chlorine. It is just that chlorine or rather the chloride ion with a larger size is able to handle the repulsive forces from the electron to electron in its outer shell better than the much smaller fluoride ion.
Simply
Fluorine is the most electronegative element but still its electron affinity is less than that of chlorine .It is because of the small size of fluorine. All the electrons in the atom repels the incoming electron significantly, this nullify the effect of higher electronegativity of fluorine over chlorine