In some cases, Xbox 360 players may receive a message that states "Connection Failed. The connection to the host failed. You cannot join the game session." when joining a multiplayer match. In most cases, this is the incorrect message. The message should state that the game session the player is attempting to join is full. Joining a new match with empty slots should allow you to successfully join a match.
If you continue to have issues connecting to multiplayer matches, please consult the following networking troubleshooting: