[MENTION=141552]Taimoor Baig[/MENTION] , while sending the PM, if you have checked the following option:
Save a copy of this message in your Sent Items folder.
Stores a copy of the message you send in the 'Sent Items' folder.
... then you will find your copy of Sent PM in your Sent Items folder.
Otherwise, you can request the person you send it to you via text or screenshot. (which has a chance of manipulation).
I hope it answers the question.