We can easily delete an entire conversation/entertainment without having to mark or remove every single message on our Xiaomi smartphone.

Note: Deleted conversations cannot be restored.

Android 10 (MIUI 12.0)
Step 1:  Open the  Messaging app
Step 2:  Tap and hold a  conversation
Step 3:  Tap on  Delete
Step 4:  Confirm with  Delete
  1. Open the Messaging app
  2. Tap and hold a conversation
  3. Tap on Delete
  4. Confirm with Delete

Xiaomi Instructions