Comment 6 for bug 267087

maybe you dist-upgraded from an earlier version where it used to be as /etc/fail2ban.conf. /usr/share/doc/fail2ban/README.Debian.gz probably has what you are looking for:

Upgrade from 0.6 versions:
-------------------------

* New Config Files Format:

If you had introduced your own sections in /etc/fail2ban.conf, you
would need manually to convert them into a new format. At minimum you
need to create /etc/fail2ban/filter.d/NAME.local (leave .conf files
for me and upstream please to avoid any conflicts -- introduce your
changes in .local) with failregex in [Definition] section. And provide
appropriate jail definition in /etc/fail2ban/jail.local