Earlier this week, the former Blaugrana coach conceded Messi was the 'greatest ever' but aimed a swipe at the Argentine over his inability to take instructions.
He said: "There's another facet beyond just the player and it's more difficult to manage. Much more difficult.
"It's something inherent in many athletes that can be seen in the Michael Jordan documentary ['The Last Dance']. You see things you don't expect."
Setien was dealt his marching orders after Barcelona's humiliating 8-2 defeat to Bayern Munich in last season's Champions League quarter-finals.
The trophyless campaign resulted in Messi attempting to force a move away from the LaLiga giants, only to make a sensational U-turn when it became apparent he would become engulfed in a legal battle with Barca.
Setien was subsequently replaced by Koeman in the summer and the former Everton boss has now moved to defend the 33-year-old, insisting he is not tricky to deal with in the dressing room.
"I respect all opinions. For me Leo is the best player in the world, I am seeing his ambition and winning character," he told a news conference ahead of Wednesday's Champions League clash with Dynamo Kiev at Camp Nou.
"I have no difficulties to lead [him]. He is the captain and I talk to him every week. I see things differently from Setien and I do not agree [with his opinion]."
Coupled with the resignation of Josep Maria Bartomeu, Koeman is already under pressure at Camp Nou as his side have only taken two points from their past four LaLiga matches.
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And the frontrunner for Barcelona's presidency, Victor Font, recently said Pep Guardiola will return to Barcelona 'sooner rather than later' - a claim which has been denied by the City boss.
"I've said many times my period as Barcelona manager is over," he told BT Sport after City's 1-0 win over Sheffield United last weekend.
"I think in a lifetime you do things once. They are incredible people who can be in charge, now for example Ronald Koeman is an excellent manager.
"So, it's over. I would come back, but to my seat to see my club and watch a game.
"That is done and I am here, I am incredibly happy here at Manchester City and have a desire to do well, this is the most important thing.
"Now it will be elections in Barcelona and hopefully they can choose the right person and the right board to maintain the incredible club Barcelona is at the highest level."
Ronald Koeman has defended Lionel Messi over claims made by his predecessor Quique Setien that the Barcelona superstar is 'difficult to manage'.