However, the 30-year-old does not think he has to move to another league before retiring in order to prove any doubters wrong.
"Position by position, Madrid have the best players in the world", Messi told TyC Sports.
Despite picking up nine La Liga titles, four Champions League crowns, five Ballons d'Or and 552 goals for Barcelona, Messi insisted that he has never been driven by the pursuit of individual honours. "If he ends up at Real Madrid it would be a major blow to us". It would make Madrid even stronger from a football point of view.
The 33-year-old forward missed Saturday's 6-0 La Liga victory over Celta Vigo - and the 3-2 win over Sevilla in the previous match - with an ankle injury sustained in the 2-2 draw at Barcelona earlier this month. Every year I fight to win everything. Definitely, they are great players'.More news: Dixon High School shooting: DHS students call ex-classmate, shooter a 'troublemaker'
Before that, though, Messi will have to watch on as another rival, Cristiano Ronaldo, tries to win the Champions League for a third year in a row with Real Madrid.
Messi said: "I do not go to City".
"I have thought about other leagues - especially the league in England - but it is very hard to leave Barcelona".
Asked on what he still hopes to achieve, Messi responded: "Obviously winning the World Cup with the national team would be the best because nothing has been given to us".
Turning to the 2018 World Cup, Messi said that Argentina would see the tournament as a failure if they didn't reach the semi-finals. The fact that we've been in three finals and failed to become champions in all of them is a heavy burden we bear. "We want to overcome that barrier".