How do I retrieve a deleted message?

Go to Settings > (Your name) > iCloud > Messages. If it is turned on your message is gone.

If it is off and if this message is in your last backup you can restore your iPhone from the backup and get it. You will lose any data added since the date/time of that backup. Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

guddia Said:

"How do I retrieve a deleted message?"

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Checking "Messages" on your Mac:

If an app (i.e. Messages) was enabled on your iPhone along with your Apple computer, then check the Messages app on your Mac to see if it exists in it. You'd start up your Mac, not connecting to the Internet, and open the Massages app. Then proceed from there with retrieving it. Important: Be certain you do not connect to the Internet while booting up, as syncing would delete it. So, power off your router to avoid the connection.

Have you tested this?