Formatting a Memory Stick PRO Duo performs a full logical wipe. The FAT table is zeroed; the controller marks all blocks as free. Standard recovery tools (Recuva, PhotoRec) cannot recover because the file system metadata is gone.
PSP/SAVEDATA to a PC/PS3, restore from there.PSP/SAVEDATA, PSP/GAME, PSP/PHOTO, MUSIC, VIDEO to PC/Cloud.If it's already formatted and no backup exists: accept the loss. Rebuild. The saves are gone.