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Noun: direct message
  1. A private communication sent to a specific user on a social media platform or messaging app
    "She sent him a direct message to avoid discussing personal matters publicly";
    - DM [informal]
Verb: direct message (direct messaged,direct messaging,direct messages)
  1. To send a private message to a specific user on a social media platform or messaging app
    "I'll direct message you the details later";
    - DM [informal]

Encyclopedia: Direct message