Recovery depends on whether a copy of the thread exists outside the app, because TikTok itself will not hand it back. Four places to look, in descending order of reliability.
1. A device backup that predates the deletion. This is the only route that reliably restores a full conversation. On iPhone, check Settings > [your name] > iCloud > Manage Account Storage > Backups for the last backup date; restore to a spare device rather than your daily phone. On Android, Google One > Backups shows the last device backup. If the backup is newer than the deletion, this will not help.
2. Your TikTok data export. Settings and privacy > Account > Download your data. The request takes up to a few days and returns your DMs as they stood when the export ran. It is your own account's copy only, and recently deleted content may already be gone.
3. Notification history. Android keeps a notification log (Settings > Notifications > Notification history) that can hold message previews for days. On iPhone, if the notifications were never cleared, Notification Centre still has the banners.
4. Email copies. If email notifications for messages were enabled, the inbox holds the text of the messages regardless of what happened in the app.
What to skip: any site or app selling "TikTok deleted message recovery". DMs live server-side behind the account; no external tool can query them, and those services exist to collect logins.
If the goal is parental oversight rather than forensics, note that TikTok's Family Pairing gives you DM restrictions (friends-only), screen time and content filters, and device-level monitoring on Android captures messages as they arrive, which beats recovering them later. Ultimate Phone Spy covers message capture on Android, Windows and Mac (sms tracker, plans).