In general, the negating prefix "un-" is very productive on adjectives, and less common on other parts of speech.

Compare also "misfortune" and "unfortunate", or "disbelief" and "unbelievable".

That's not to say that "un-" never appears on nouns. For example, "unbelief" is used, although not as often as "disbelief".

Adjectives can also have negative prefixes other than "un-", although it's not very common. The adjective "misfortunate" technically also exists, although the OED says it is "Chiefly Sc[ottish]." A small number of people seem to use "disbelievable", but it's so rare or so recent that it doesn't have an OED entry. "Discomfortable" also has negligible use, and is only notable because it was apparently used in the Shakespeare play King Richard II. I wouldn't recommend the use of any of these adjectives.

But, an example of an adjective starting with "dis-" that exists in standard English is "disagreeable".