Check your notification settings. Before giving up on the deleted messages, check your notification settings to see if you have them set to send you message notifications.
Log into your Facebook account. Go to Facebook.com and enter your email address and password to log in.
Open your settings. Click on the downward-facing triangle on the top right corner of your page (next to the lock icon). This will open a drop-down menu that includes options like “Create Page”, “Activity Log”, “Log Out”, and “Help”. To open your settings, click on “Settings” in this drop-down menu.
Open “Notifications” settings. Click on the “Notifications” tab on the left side of the “Settings” window. It should be the sixth option down.
Click on “Edit” next to your “Email” notifications settings. Once you have clicked on “Notifications”, you’ll see a list of four options on the right side of the screen: “On Facebook”, “Email”, “Mobile”, and “Text message”. Click on “Edit” (in blue) to the right of “Email”.
Check what you are set to receive. In the email notifications window you’ll see three options beneath a heading that says “What you’ll receive”. Unless you’ve chosen to receive “All notifications, except the ones you unsubscribe from”, you won’t receive message notifications to your email inbox.
Check your turned off notifications. Beneath “What You’ll Receive” you’ll see the heading “Notifications You’ve Turned Off”. Beneath that heading, if you see the word “Messages” with a “Turn On” button to the right of it, you are not receiving email notifications of your Facebook messages. If you don't see that, you should be receiving message notifications.
Check your email. If your notifications settings are set to email “All notifications, except the ones you unsubscribe from” and “Messages” does not show up under “Notifications You’ve Turned Off”, you should be receiving copies of your Facebook messages to your email inbox.
Do a keyword search. If you do not find the message easily, search some key words (for example, the name of the person you communicated with) to see if you still have a copy of your deleted messages or message thread via a Facebook notification email.
Check your email’s trash. Even if you regularly delete your messages, unless you empty your email account’s trash, you may still have those deleted messages in there. The likelihood of those messages being there will depend upon how long ago you deleted them, as some email providers automatically delete trash every 30 days.