Often implies a weak, self-pitying complaint rather than a constructive criticism. Common in phrases like 泣き言を言う.
He's always complaining.
There's no use complaining.
泣き声 is the actual sound of crying, whereas 泣き言 uses the same kanji 泣 but means a whiny complaint or grumble, not a sound.
Compound of 泣き (crying) and 言 (word, speech), literally 'crying words'.