Your WhatsApp messages are automatically backed up and saved in your phone's memory daily. If you delete WhatsApp from your Windows Phone and don't want to lose your messages, be sure to manually back up or export your chats before uninstalling.
If you want to restore the backup, please read this FAQ article.
If you would like to keep a record of your messages on a computer or in an email, you can email yourself individual chats. Please follow these steps:
Note:
Learn how to save chat history on: Android | iPhone | Nokia S40 | BlackBerry | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team