You can delete orders when they are in the “cancelled” status only. To delete an order first change the order status to “cancelled” and then click on the “delete” order button. You must be an administrator to perform this action.
You can also delete orders in bulk from an order listing page.
How to delete orders in bulk:
It is advised that you don’t delete any orders that have payments or RMA’s processed on them, as this will remove all of the history from your system and is a bad accounting practice.