One way is to employ the Advanced Message Processing (AMP) on your server; another one is to employ the Message Delivery Receipts on your clients.
The former one requires an AMP-enabled server implementation and the initiating client has to be able to tell the server what kind of delivery status reports it wants (it wants an error to be returned if the delivery is not possible). Note that this is not bullet-proof anyway as there is a window between the moment the target client losts its connectivity with the server and the moment the TCP stack on the server's machine detects this and tells the server about it: during this window, everything sent to the client is considered by the server to be sent okay because there's no concept of message boundaries in the TCP layer and hence if the server process managed to stuff a message stanza's XML into the system buffers of its TCP connection, it considers that stanza to be sent—there's no way for it to know which bits of its stream did not get to the receiver once the TCP stack says the connection is lost.
The latter one is bullet-proof as the clients rely on explicit notifications about message reception. This does increase chattiness though. In return, no server support for this feature is required—it's implemented solely in the clients.