Unfortunately, voice mails aren't stored on the phone. They are through your provider. You can check with them to see if they allow for undeleting messages. I know some do have that option.
Now if you are talking a text version of the message, that is different. It will depend on the program you use for the voice mail text messages. Some have trash, like a computer, that you can get them from, some don't. You would have to check the individual program.