It baffles me that this option was taken away, but with the latest build of Spotify, which replaced the old inbox with the very unneeded message threads, there is no way to delete messages. I was told to submit this as an idea, but I'm shocked I even have to. Next thing, I'll be submitting an idea to allow me to shut Spotify down after I'm done using it.
EDIT: I'd also like to add, as some of you have, that it's somewhat disturbing to find very old messages that I "deleted" two years ago now appearing in my Messages box again. Which means Spotify held on to those private messages, even though I hit that Delete button. Not good.
EDIT #2: Hi, everyone. It's been A YEAR AND A HALF since I posted this, and as you can see, even after 19 pages of comments and almost 700 kudos, Spotify hasn't done anything about it besides call it a "good idea". Thanks, Spotify. Because of this issue, and because of Spotify's reluctance to listen to the community on an issue which I feel is way more important than the color of the background, I have barely touched Spotify in the past 6-7 months. There are other alternatives these days. While they may not be perfect, at least they seem to respect my privacy more than Spotify, which is extremely important to me. Keep the comments and kudos coming, friends. I appreciate all of you backing me on this. Hopefully, Spotify will fix this issue at some point in the next decade. Until then, I'll be enjoying other streaming services.
EDIT #3: Whelp. Checked back three years after initially posting this to find that the folks at Spotify deemed this invasion of privacy unimportant, and gave it a "Not Right Now", even after 1,268 votes and 33 pages of comments.Much more important that they change the font of that one band's name. Spotify Peeps, being able to delete your private messages shouldn't be an "idea" or even a "suggestion". It should be common sense. But whatever. I've been very happy over at Apple Music. I urge everyone reading this to remain on the free Spotify plan, switch to the free plan, or stop using Spotify altogether. There really are other good options out there. Farewell, and keep the comments and votes coming, people!
Hey folks we've come back to update this idea status as 'case closed'.
We are currently in the process of deprecating the Inbox/Messages feature within the Spotify app.
Extensive data analysis has shown that this feature has very low engagement. The huge disparity between the use of the feature and the manpower required to maintain it doesn’t merit keeping it running, so we've taken the difficult decision to remove it.
It’s still very easy to share and chat about music from Spotify. You can check out this support article to discover other ways for getting social. Thanks for your continued feedback everyone