To select multiple messages to delete, click the message checkbox or press the command key (Mac) or the control key (Windows) while clicking each message you want to select. You can also click the checkbox or use the same keyboard command to deselect a message.
To select all messages, press the command + A keys (Mac) or the control + A keys (Windows).
To select a range of messages, click the first message you want to select, hold down the Shift key, and then click the last message you want to select. All messages between the first and the last messages will be selected.
Click the Delete icon.
Note: You can only delete your copy of the conversation. You cannot delete the conversation for all recipients.
Select the OK button. All messages from that conversation will be deleted.
Note: New messages sent to you by any participant in a deleted conversation will still appear in your Inbox.