Retrieve deleted message

To to:

Settings > Your Name, iCloud, etc

Tap iCloud

Are Messages turned on (green)

If yes, you cannot retrieve a deleted message, so it is gone

If Messages are not turned on AND you have a recent backup from before the message was deleted, you can restore your phone from that backup, but your phone will be restored to the date of the backup, meaning any new messages, etc., received after the backup date will be gone.