I have iPhone 4. I deleted a thread of SMS by mistake. Last back on iCloud was on 14/05/2013. How I can retrieve this thread of SMS till 19/05/2013!?

If not included with your iPhone's backup, the deleted texts can't be restored from your iPhone's backup.

Your only option is trying a paid data recovery utility that claims to be able to recover deleted data from an iOS device - namely from an iPhone.

You're welcome.

Text messages are included with the iPhone's backup.

http://support.apple.com/kb/HT4946

iTunes will back up the following information

• Contacts* and Contact Favorites (regularly sync contacts to a computer or cloud service such as iCloud to back them up).
• App Store Application data including in-app purchases (except the Application itself, its tmp and Caches folder).
• Application settings, preferences, and data, including documents.
• Autofill for webpages.
• CalDAV and subscribed calendar accounts.
• Calendar accounts.
• Calendar events.
• Call history.
• Camera Roll (Photos, screenshots, images saved, and videos taken. Videos greater than 2 GB are backed up with iOS 4.0 and later.)
  Note: For devices without a camera, Camera Roll is called Saved Photos.
• Game Center account.
• Home screen arrangement.
• In-app purchases.
• Keychain (this includes email account passwords, Wi-Fi passwords, and passwords you enter into websites and some other applications. If you encrypt the backup with iOS 4 and later, you can transfer the keychain information to the new device. With an unencrypted backup, you can restore the keychain only to the same iOS device. If you are restoring to a new device with an unencrypted backup, you will need to enter these passwords again.)
• List of External Sync Sources (MobileMe, Exchange ActiveSync).
• Location service preferences for apps and websites you have allowed to use your location.
• Mail accounts (mail messages are not backed up).
• Installed Profiles. When restoring a backup to a different device, installed configuration profiles are not restored (such as accounts, restrictions, or anything which can be specified through an installed profile.) Any accounts or settings that are not associated with an installed profile will still be restored.
• Map bookmarks, recent searches, and the current location displayed in Maps.
• Microsoft Exchange account configurations.
• Network settings (saved Wi-Fi hotspots, VPN settings, network preferences).
• Nike + iPod saved workouts and settings.
• Notes.
• Offline web application cache/database.
• Paired Bluetooth devices (which can only be used if restored to the same phone that did the backup).
• Safari bookmarks, cookies, history, offline data, and currently open pages.
• Saved suggestion corrections (these are saved automatically as you reject suggested corrections).
• Messages (iMessage and carrier SMS or MMS pictures and videos).
• Trusted hosts that have certificates that cannot be verified.
• Voice memos.
• Voicemail token. (This is not the voicemail password, but is used for validation when connecting. This is only restored to a phone with the same phone number on the SIM card).
• Wallpapers.
• Web clips.
• YouTube bookmarks and history.

* Your contacts are part of the backup to preserve recent calls and favorites lists. Back up your contacts to a supported personal information manager (PIM), iCloud, or another cloud-based service to avoid any potential contact data loss.

http://support.apple.com/kb/HT4859

What is backed up

You get unlimited free storage for:

• Purchased music, movies, TV shows, apps, and books
Notes: Backup of purchased music is not available in all countries. Backups of purchased movies and TV shows are U.S. only. Previous purchases may not be restored if they are no longer in the iTunes Store, App Store, or iBookstore. Some previously purchased movies may not be available in iTunes in the Cloud. These movies will indicate that they are not available in iTunes in the Cloud on their product details page in the iTunes Store. Previous purchases may be unavailable if they have been refunded or are no longer available in the iTunes Store, App Store, or iBookstore.

You get 5 GB of free iCloud storage for:

• Photos and videos in the Camera Roll
• Device settings (for example: Phone Favorites, Wallpaper, and Mail, Contacts, Calendar accounts)
• App data
• Home screen and app organization
• Messages (iMessage, SMS, and MMS)
• Ringtones
• Visual Voicemails

You can select which applications back up their data and see how much storage space each application is using:

1. On your Home Screen, tap Settings
2. Tap iCloud
3. Tap Storage & Backup
4. Tap Manage Storage
5. Select the device you want to manage

I'm telling you messages are included with the iPhone's backup and I provided Apple links that list what is included with the iPhone's backup along with copying what is included with the backup from the Apple links highlighting messages in the lists.

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I have iPhone 4. I deleted a thread of SMS by mistake. Last back on iCloud was on 14/05/2013. How I can retrieve this thread of SMS till 19/05/2013!?

If your last iPhone backup is dated 14/05/2013, none of the texts that were sent or received since 14/05/2013 can be restored from your iPhone's backup because the data is not available in your iPhone's backup.