There is a great deal of ambiguity in Walter de la Mare's poem, "The Listeners." However, a close reading of the poem, and the ending in particular, can provide some insight into the messages that the Traveller leaves.

The first message arrives in the form of a question: "Is there anybody there?" The Traveller asks this question in lines 1 and 8. While this is a question, the underlying message is one of concern. The persistence of the Traveller shows that he wishes to make contact with those who may or may not be inside; despite feeling the strangeness of the phantom listeners, he continues try to get someone's attention because it is important to make a connection with them.

Finally, upon receiving no answer, the strangeness of the place gets to the Traveller and he states "Tell them I came, and no one answered, / That I kept my word." While his literal message is that he was in this place, and that he kept his word, it is unclear as to what "word" he is referring. Did he promise to come to this place, or did he promise to do something else, and he has come to tell those inside that he kept his word and his duty has been fulfilled? Regardless of the possibility, the message is that the Traveller is man of integrity. He has kept his word, whatever that word was.

In addition to the few verbal messages that the Traveller brings, he also brings with him a few unsaid messages: that those inside are worthy of attention, and that he is an honorable man.

The message that the traveler leaves to "the listeners" of the house is that he came to the house exactly like he said he would.  

The answer to this question can be found within the final third of the poem.  The traveler has arrived at a lone house.  It is nighttime, and the moon bathes the house in light.  It's definitely an eerie setting and circumstance.  It is made even more eerie by the fact that nobody seems to be in the house.  It is empty for some unknown reason.  If it isn't empty, then the occupants are intentionally staying completely silent while the traveler repeatedly knocks on the door.   Eventually, the traveler gives up on waiting for someone to answer the door.  Before he leaves though, he says to nobody in particular the following lines.  

‘Tell them I came, and no one answered,   
   That I kept my word,’ he said. 

What message does Walter de la Mare convey in "The Listeners"?

I agree with the previous educator's answer. I do not think that the poet has an intentional message or moral to this particular poem. Walter de la Mare's eNotes biography page states that he was "one of the great masters of the supernatural story," which is absolutely true of "The Listeners." It brings up the possibility that the current occupants of the house are actually supernatural beings:

But only a host of phantom listeners      
That dwelt in the lone house then
Stood listening in the quiet of the moonlight      
To that voice from the world of men

In addition to that, the poem raises other questions about the current occupants, the former occupants, the man, and his reason for being there in the first place. The poem is quite eerie in its mood, and it does a successful job of unnerving the reader. If I was forced to come up with some kind of message that this poem might be conveying, I think I would have to state a message that incorporates the supernatural aspects of the poem. It is possible that the poem's message is that the supernatural might exist, and it does not want anything to do with us.

"The Listeners" by Walter De la Mare is really not a poem with a "message." Walter de la Mare, in fact, would have considered works with "messages" simply bad poetry rather than genuine works of the imagination. "The Listeners" is a poem intended to evoke a mood and setting rather than convey some ideological point.

The protagonist of the poem arrives at a deserted house in the dark. The house appears to be in a remote, rural setting. He knocks on the door and calls out, but no one answers, and eventually he leaves. The "listeners" of the title do not appear to be living human beings. Perhaps they are ghosts, or perhaps they merely are memories. The point of the poem is the uncanny nature of the experience.

As readers, we are not meant to think of this as a puzzle to be solved, but rather to empathize with the sense of mystery and melancholy.

What message does Walter de la Mare convey in his poem "The Listeners"?

Poet Walter de La Mare, alive between 1873 and 1956, wrote during the literary period of Realism (1820 - 1920) and the birth of Existentialism (1915 - present). Realism was a product of the corruption of the Industrial Revolution and strove to present life as it truly is, with all its hardships and tribulations. Existentialism was a product of both the corruption of the Industrial Revolution and the devastation of World War I and essentially came to assert that existence has no true meaning or purpose. Hence, the message found in de La Mare's poem "The Listeners" captures both of these literary genres.

In the poem, a traveler has come in the middle of the night to a house in a desolate spot that appears to be completely empty. By the time we reach the end of the poem, we learn that the traveler has journeyed to the house to fulfill some sort of unidentified promise, as we see in the lines, "'Tell them I came, and no one answered, / That I kept my word,' he said." However, it appears that the traveler has arrived much too late to fulfill his promise for either no one is their to receive him, or if anyone is there, for some reason, that person desires not to receive him. The traveler's inability to fulfill his promise until it was too late can be said to reflect fate--fate keeps humanity from doing what it wants to do, creating futility and meaninglessness in human existence. The representation of futility in human existence captures elements of the existentialist philosophy, whereas the realism that not all promises can be fulfilled and empty houses must sometimes be faced capture ides expressed during the Realism movement.