In a message conversation, touch and hold the message bubble or attachment that you want to delete. Tap More. Tap Delete , then tap Delete Message. If you want to delete all messages in the thread tap Delete All, in the upper-left corner.
Does deleting messages from iCloud delete from phone?
Messages in iCloud essentially boils down to making your messages sync better across all your devices (old or new), allowing you to keep on top of them from any device you are using. When you delete an iMessage does it delete for the other person? No. It will get deleted from all your devices only.