Retrieve deleted sms message

You can do it if:

a) you do not use Messages in iCloud

b) you backed up your iPhone recently with the message you deleted

Unless you have a backup, it's gone.

You may want to ask your carrier if they have your SMS message backup.

Do carriers backup the SMS messages? Is this even legal? 🤔

No. Carriers do not have access to SMS texts, only to their sending and receiving phone numbers.