Overview
There are a couple of ways you can delete an extended events session, which we will show below.
Explanation
Delete Extended Events Session Using T-SQL
To remove an extended events session using T-SQL, we can use the “DROP EVENT SESSION” statement. This statement takes only the session name as input, as shown below.
DROP EVENT SESSION [First_XEvent_Session] ON SERVER; 
Delete Extended Events Session Using SSMS
You can also remove a session using “Object Explorer” by expanding the “Management” node, then “Extended Events,” then “Sessions.” You can then right-click on the event you want to remove and select “Delete” to drop the session, as shown below.

Additional Information
 
  
 