From Facebook Help Center:
No, sent messages can't be unsent or removed from the person's inbox. Depending on the persons's notification settings, they may also receive your message as an email notification.
Keep in mind that deleting a conversation from your inbox won't delete it from your friend's inbox. It isn't possible to delete sent or received messages from a friend's inbox.
Here is a workaround you can try. Report that sent message as Spam, and then delete it from your inbox. Now deactivate (don't delete) your profile for few hours and then reactivate. Probably that persons will not be able to see your message.
Just a side note: In case that person already has saved your messages (via email notification or any other way), and try to harm you in future, do not hesitate to report this to cyber crime police immediately.