No. The current DM interface does not offer self-service deletion, conversation deletion, or unsend. A sent message remains in the conversation history.
If you regret an ordinary message, send a follow-up or talk it through with the other person. If the message or conversation involves harassment, threats, or another safety concern, block the member immediately and report the person from their profile where that control is available. You can also contact Cofelt support through the Help center with the relevant context; there is no message-specific in-thread report control today.
Account-deletion and legally required erasure requests are handled under the Privacy Policy. They are not an instant unsend and may not remove records that Cofelt must retain for a legal or safety reason.