Are you trying to remove it from your hard drive, or from the Photoshop start screen? If hard drive, you will need to tell us what operating system you are using—Mac or Windows.
If from the Photoshop start screen as in the screen shot directly below:
Go to Edit > Preferences (Windows) or Photoshop > Preferences (Mac) > File Handling and set the recent files list contains to 0. Click OK, exit Photoshop and restart it. The list will be empty. Return to Preferences > File Handling and reset the recent files list back to 20.
Note that this method deletes all recent file from the start screen: