Do java threads get deleted when they finish

I would not call it deleted. Once the thread completes, it will go to dead state getting ready to be garbage collected by the JVM.

Spawning a new thread is a pretty expensive process. What you want is a thread pool. There are different ways to go about that - here's one.

The native, OS-level thread is released as soon as the thread finishes (circa when run() finishes), but the thread object lives, like any other object, until it becomes unreachable and the garbage collector feels like running.

Edit: It might also be interesting to know that Thread (in Sun's Oracle's implementation, anywho) has a private method called by the VM when the thread exits, which aggressively nulls several fields, including the one referring to the Runnable set by the Thread(Runnable) constructor. So even if you retain a reference to the Thread, the things it doesn't need after finishing execution will be released, regardless.