As far as I know, when you delete a sitecore item from the master database, it will still exist in the web/pub (or whatever name) which is used for the content delivery environment. That's why you still see it. It's not a best practice but if you want to delete an item, you should set that item to Never publish, then try to publish that item. By doing this, you're telling Sitecore to remove the related item in the content delivery environment (web/pub.. db). After that you can go ahead with deleting the item.
In case you already deleted that item without above steps, you can switch the database to the web/pub database in desktop mode, and then delete the item which you deleted in master database.
Remember that, when you delete an item which is referred by other items, Sitecore may give you some options to process with the link (referrer, reference) items.