Need a tech-e person who knows facebook messager!

EDIT: I know how this feature works (I've done a lot of googling this hour lol) just wondering if this is proof he's had a secret conversation and deleted it cause he's claiming he's never used the feature before.

Logged into my husband's messager (to check for something else, not snooping :P ) and this popped up right away.

Does this mean he's deleted secret conversations? He claims he doesn't know what this means