In a post made on his Instagram account on Thursday, Messi also said that a story suggesting he posted former teammate Ronaldinho's $1.6 million bail this week is made up.
Messi attempted to put an end to the recent rumours he might leave Barcelona by posting a screenshot of a story saying he could move to Inter and writing on it "the first lie."
Messi's future has been the subject of plenty of speculation since it was revealed last year that he could potentially leave Barca for free this summer despite the fact his contract runs until 2021.
Sources have told ESPN that Manchester City are monitoring his situation, and this week, former Inter president Massimo Moratti said that signing the six-time Ballon d'Or winner was no longer a "forbidden dream."
La Liga chief Javier Tebas heavily criticised Serie A's finances -- saying even Messi couldn't help fix the league's woes -- following talk Inter could be a realistic destination for Messi, but the rumours have persisted.
Meanwhile, ex-Brazil star Ronaldinho, whom Messi played with at the Camp Nou, was granted house arrest on Tuesday following 32 days in prison for attempting to enter Paraguay with falsified passports.
It's the third time this year that Messi has used social media to send a message.
In February, he engaged in a war of words with Barcelona's sporting director, Eric Abidal, when the Frenchman suggested in an interview that the players were responsible for former coach Ernesto Valverde's sacking.
Then last week, in a statement eventually released by all the players, Messi criticised members of the Barca board for leaks claiming the players were reluctant to play their part by taking a wage cut to help the club alleviate the financial effects of the coronavirus pandemic.
Despite his contract situation and the sparring with the board -- who are also warring among themselves, with president Josep Maria Bartomeu asking four directors to resign this week -- Messi has reiterated his desire to remain at Camp Nou.
In an interview with Mundo Deportivo in February, he said Barcelona is his home but warned the club they need to build a team capable of winning the Champions League around him.