Do you mean you deleted your sms messages?
If so, there two methods for you.
1. iOS: How to back up and restore your content(sms messages).
Hope this is helpful.
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Did you mean recover lost messages from iphone ? If you backup your iPhone to iCloud or itunes you can easily recover them.
If the messages exist in the backup, then they can definitely be recovered.
Now there are 3 things you can do:-
1 - Goto Apple Genius bar and see if they can help
2 - Restore from the backup:- This will get you all the messages you want, but will wipe out everything that came into your phone since the backup date
3 - Get a backup recovery software:- I have used Vibosoft software and would definitely recommend it.
If you didn't backup iPhone, you can still recover directly from iPhone without backp, just try iDataRecsuer