The 20-year-old impressed as Bayern knocked Paris Saint-Germain out of the Champions League on Wednesday night.
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Julian Nagelsmann's side secured a 3-0 aggregate victory to progress to the quarter-finals of Europe's elite competition. Having won 1-0 at the Parc des Princes in the first leg, the Bundesliga champions then followed it up with a 2-0 victory on home soil.
Former Stoke City forward Eric Maxim Choupo-Moting and ex-Arsenal youngster Serge Gnabry were on target for the Bavarian giants at the Allianz Arena.
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Six-time Ballon d'Or winner Messi was unable to inspire his side past Bayern, as the French champions suffered an early Champions League elimination.
Despite the Argentine's underwhelming performance in Munich, Musiala was desperate on landing his shirt.
Footage appears to show him asking Messi at full-time, with the World Cup winner appearing to agree to meet and do the swap down the tunnel.
However, the German wonderkid was unable to locate the 35-year-old afterwards.
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"I didn't find him," when asked by reporters if he received Messi's shirt.
Musiala was later seen passing through the mixed zone and out of the stadium with a bag.
However, the youngster made it clear that he did not have Messi's jersey with him, saying: "This is my food, my pretzel!"
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Musiala's teammate Alphonso Davies, though, had no problems on getting his hands on Messi's shirt after the first-leg in Paris last month.