When you just delete a message or conversation, it is moved to your Trash, where it remains for 30 days--unless you empty your Trash. Click "Trash" on the left side of the screen and, if you find it there, click "Move to..." and select where you would like it to go (most likely, you Inbox).
If the email was deleted from your Trash because either you emptied your Trash or more than 30 days have passed, I am sorry but it would no longer be recoverable.
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