It's a feature that should've been available for a while, but better late than never, we say. Version 4.7 of Android Messages will allow you to delete multiple messages in a conversation thread. For many Android phones, Android Messages is the default messaging app for a lot of Android phones, but some OEMs have their proprietary messaging app. If you aren't using Android Messages and want to use it, the app is available for download on the Play Store.
To batch delete messages, open the app and select the chat thread you want. Once you're there, long-press on a message to highlight it. You can then tap on any additional messages you wish to remove. You can then tap on the trash can icon from the menu bar up top to delete the texts.
Source: Lifehacker