This is an instance of dramatic irony. In these lines, we see Lady Macbeth asking about the event that happened recently. Macduff tells Lady Macbeth that he cannot inform her, as she is too delicate to hear it, and he might commit "murder" if he told her (it would figuratively shock her to death). This is an example of dramatic irony, as the audience knows that Lady Macbeth is not as Macduff imagines her. In fact, she planned Duncan's murder and pushed Macbeth to do it, proving she can be more ruthless than any of the men imagine.
This is an instance of dramatic irony, taking into account that this figure of spech is when the implications of a situation, speech, etc, are understood by the audience but not by the characters in the play.