Bent, an avid Gunners fan, was discussing the future of the Argentine superstar after it was revealed that he'll be leaving Paris Saint-Germain this summer.
The seven-time Ballon d'Or winner is out of contract this summer and has been heavily linked with numerous clubs, including Barcelona, David Beckham's Inter Miami and Al-Ittihad in Saudi Arabia.
With no destination confirmed, clubs in the Premier League may be considering a last-gasp move for the 35-year-old.
Only a certain group of clubs would even potentially be able to afford a move for arguably the greatest player of all time, one of those being Arsenal.
But discussing the prospect of a somewhat ambitious move, Bent suggested that Mikel Arteta would be better off sticking with the players that he already has.
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Speaking on talkSPORT Drive, he said: "Do I want to see Messi in the Premier League? Do you know what, I wouldn't now.
"He is the greatest player that has ever lived, but I feel like people would try to pick too many faults in him - like what's happened in France.
"He'd be on a hiding to nothing. He'd come over to England and people would make any excuse to hammer him, say Cristiano Ronaldo was better, all this.
"I think the only place Lionel Messi needs to go is back home - and that's Barcelona. That's the only place I want to see him. That's the only thing that would make sense. It's where he became the best ever.
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"To watch him in the Premier League would be incredible, but I just feel people wouldn't appreciate him properly."
Asked if he would get into Arsenal's starting XI, Bent said: "Maybe up top instead of Jesus.
"But I'd keep Saka and Martinelli on the wings [over Messi], because we play a different brand of football.
"I'd have Messi in the squad, just to watch him.
"Listen, this is not a lifetime achievement award. I think the game has moved on now. You can't have passengers, everyone has to do their part.
"Listen, Messi was in a team with Kylian Mbappe and Neymar and they didn't get anywhere near to winning the Champions League, and they are three of the best attacking players ever.
"I think the game has moved on now. You can't have passengers; everyone has to do their part.
"I love Messi, I think he's the greatest player ever, but I want to see him back at Barcelona. I don't want him to come to the Premier League just for people to try their hardest to pick out faults in him."