To view a message sent to you on Facebook Marketplace, open Marketplace and go to Inbox ; then switch to Buying if you’re the buyer, or Selling if you’re the seller, and open the conversation you want. If you still don’t see it, check Messenger too, since Marketplace chats can also appear there, and sometimes they may be archived.

On phone

  1. Open the Facebook app.
  2. Tap Marketplace.
  3. Tap Inbox or the inbox/messages icon.
  4. Choose Buying or Selling.
  5. Open the chat thread to read the message.

On computer

  1. Go to Facebook and open Marketplace.
  2. Click Inbox in the left menu.
  3. Pick Buying or Selling.
  4. Open the conversation to see the message.

If it’s missing

  • Check whether the chat was archived.
  • Make sure you’re looking in the right tab: Buying for items you asked about, Selling for items you listed.
  • Try Messenger as well, because Marketplace messages can show there too.

TL;DR: Go to Marketplace → Inbox → Buying/Selling → open the chat.