Messi also gave his views on Brazil's World Cup chances and felt that Argentina's South American counterparts have the ability to win the coveted tournament which starts in June.
But despite an impressive debut season in France, speculation has been rife that Neymar could be set to move on again.
Messi who signed a new contract last November to keep him at Camp Nou until 2021 insisted that he wouldn't be anywhere if he wasn't at Barcelona.
And the thought of Neymar donning the iconic all-white strip would be "terrible" according to his former teammate, Messi.
"It would be bad, because of all that Ney means to Barcelona", Messi told Argentina's TyC Sports.
Neymar has scored 28 goals and made 19 assists across all competitions this term.
Barcelona won La Liga and the Copa del Rey this season, with their unbeaten run ended by Llevante in a thrilling 5-4 loss at the weekedn, but Madrid are going for their third straight Champions League trophy when they face Liverpool in the final on May 26.
Liverpool youngster Trent Alexander-Arnold says that he is looking forward to the challenge of coming up against Cristiano Ronaldo in the Champions League final.
If he was to win football's most prestigious individual award it would finally put an end to the Lionel Messi and Cristiano Ronaldo duopoly that the talented pair had over the award since 2008.
He added: "I am not tempted to leave Barcelona".
Liverpool will have to cope with five-time Ballon d'Or victor and four-time Champions League victor Ronaldo if they are to lift the trophy for a sixth time, though, and 19-year-old Alexander-Arnold admits that it will be an "honour" to face one of the game's all-time greats. "It's a weight that we carry and we want to overcome it", he said.