Hello and welcome to the forum!
What type of file was deleted? Have you looked in the trash bin? Do you have a Time Machine backup?
If the file is not on your computer in another location, such as the trash bin or you have not made a backup, then your only other option is to try 'data recovery software' (just google the term) - this usually will not be free although a 'trial' version may be available which might show the file but not allow recovery until purchased.
Also, keep in mind that when files are deleted and even when the trash bin has been emptied, the file may still be intact on your disk - the important caution is to NOT use the computer which might overwrite the file - good luck and let us know your results or post back w/ other questions. Dave
ADDENDUM: BOY - I'm too slow!