Deletes are final and cannot be rolled back, once committed.
Delete by ID
If you have the document's ID, and you don't want to load it just for the sake of delete it, you can either defer deleting it using the Defer command or doing a direct delete using the DatabaseCommands.
Delete by ID using the Defer command
Using the Defer command in the Advanced section of the session API, you can pass a DeleteCommandData instance which will instruct the session to delete the document upon the call to the SaveChanges method. This will ensure that the delete will be transactional because of its participation in the Unit Of Work of the session.