If it's directly from your phone no it is not possible. Your messages can only be downloaded if it was back up to your Samsung account and if that Samsung account got compromised. And Samsung back up can only be restored on a Samsung Phone.
If its not rooted or custom ROM then it might be difficult unless there's an active and unfixed/unpatched messaging related security flaw or a messaging app was used that does its own thing nefarious or not.
Your post doesn't contain enough info nor even with more info can all be known here anyway. The current other reply assumes too much and suggests security is better than people can do it.
It should by all means be possible under very specific conditions should all conditions necessary exist on your phone and from your use. Your use and ability play the biggest part in security.
Hello, welcome to the Samsung community and thank you for your feedback. I understand your concerns with wanting to protect your personal information from hackers and I will be more than happy to assist.
You should only download apps using the Galaxy Store or Play Store and you shouldn’t click on malicious links in apps, texts, or emails.
Here is a link to some helpful information on keeping your device safe:
We also recommend changing the passwords for all accounts on the device.
If these steps are not helpful, it is recommended to have the phone evaluated by an authorized service location. You can use the following link to find a list of service centers in the U.S. that can do the repair: http://www.samsung.com/us/support/service/location
