You can try to use testdisk/photorec utilities.
You could also try looking for hidden folder denoted by .folder (a dot) depending on how you
deleted the file in the first place. It is possible you have .Trash folder on your pendrive
to find out mount your pendrive in file manager select View >> Show Hidden Files look in the
folder of each hidden folder.
Normally it is not possible to retrieve lost file.
See also "chattr" command.
The answer will depend on the filesystem being used. For ext2,3,4, see e2undel or recover.