Note: The following method works only if you click the little ‘x’ button in the corner to delete (hide) the message. If you click the “Delete Conversation” link, your Facebook messages are gone forever.
Open up the Web edition of Facebook on your Mac or PC.
On the left or right top corner, hit the Messages icon, and a drop-down menu will appear. Click on the “See All” option at the bottom of the drop-down.
In the right-hand pane, next to “Inbox” and “Others”, you’ll see “More.” Click on it, and in the menu that appears, click on “Archive.”
Here, you’ll see a lot of old messages that you thought were gone forever. This method works because the “x” button is actually an Archive button instead of a Delete button. When you click the “x” button, your message gets archived and removed from your inbox. When you access your Archive, all the messages will show up again. Remember, next time you want to remove the message, click the “x” button instead of the “delete conversation” link, unless you really want it gone.