Way of removing Facebook chat message that was sent to someone else

I've been chatting with another Facebook user.

Now I would like to delete some of the Facebook chat messages that I have sent this other user.

When I click on the 3 dots to the left of the message within the Facebook chat message with this other user I receive a message that says "This message will be removed for you. Other chat members will still be able to see it."

How can I delete the message that I have already sent to that other Facebook users will not be able to see it?