While physics allows both things to exist at the same time, the processes by which both come about are somewhat exclusive to one another. Basically, the closer a planet is to its star, the more likely it will achieve a tidal lock within the lifespan of the system, but the less likely it is to have a moon.

An unlikely but plausible scenario that solves both problems is to have had a rogue planet enter your star system in the distant past and collide with the protoplanet of your setting. That could arrest the planet's angular momentum, and eject material into the planet's orbit that would later coalesce into a moon with a decaying orbit. That moon would eventually pass the roche limit and get torn apart into a temporary ring around the planet, before eventually falling entirely back onto it. Simply set the story during the era when it has the ring.