Open the Messages app
Tap Edit or Filters
Tap Recently Deleted
Select the messages you want to recover
Tap Recover
Check iCloud backup if Recently Deleted is empty
Restore from an iCloud backup that contains the deleted messages
Check Finder on Mac or iTunes on Windows for a local backup
Restore the iPhone from a backup made before the messages were deleted
Ask the sender to resend the messages
Contact your carrier if message history is available through your plan