Is there a way to check my childs messages when they are deleted and by not searching my childs iPod?

No.

By using another iPhone, iPod touch or iPad with the same Apple ID for Settings>Messages>Send and Receive. Also, if you have a Mac with Lion or later since that also has the Messages app.

To add a bit, the suggestion by IIIaass will work if you already have done this. It will not work if you are not already sharing the same Apple ID and you are looking for specific messages they have already deleted.

Also if you are going to share the Apple ID you need to turn on Restrictions and lock down their device so they cannot go into the Touch and change to a different Apple ID when they leave the house.