How to retrieve deleted messages on Facebook Messenger?
Users with messages archived in their Facebook Messenger app have the opportunity to restore deleted Facebook messages.
Begin by opening Facebook Messenger on a device and navigate to recent conversations.
Next, tap on the search bar to look for the previously archived conversation in question.
Once the conversation is found, simply select it and select Unarchive Message.
Those using the website version, of Facebook Messenger should go to Messages, More, Archived.
source: express.co.uk