is it possible to retrieve a deleted phone message

What kind of message? Voice mail? Text? Email?

Voicemail: Probably not. Contact your carrier.

Text: If you backed up your phone to iTunes after you received the message but before you deleted it, you could restore your phone to the back up.

Email: Check the trash.

Best of luck.

it is a phone call i made

The answer is still the same. Read my post above.