This work presents REFLEX: Robotic Explanations to FaiLures and Human EXpressions, a comprehensive multimodal dataset capturing human reactions to robot failures and subsequent explanations in collaborative settings. It aims to facilitate research into human-robot interaction dynamics, addressing the need to study reactions to both initial failures and explanations, as well as the evolution of these reactions in long-term interactions. By providing rich, annotated data on human responses to different types of failures, explanation levels, and explanation varying strategies, the dataset contributes to the development of more robust, adaptive, and satisfying robotic systems capable of maintaining positive relationships with human collaborators, even during challenges like repeated failures.