The Inter Miami star also declared that his new life in America is 'quite the opposite' of what it was during his two-year stay at Parc des Princes.
Messi linked up with Les Parisiens in 2021 on a free transfer following his emotional exit at Barcelona due to the club's financial difficulties.
But despite winning back-to-back Ligue 1 titles, he was targeted by PSG's fans for not living up to his usual standard - even though he scored 21 goals last season.
Supporters regularly began to boo the player towards the end of the 2022/23 campaign when it became clear he wouldn't pen fresh terms.
His reception from the Inter Miami fans has been a complete contrast, having been shown nothing but love.
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Speaking in his first Inter press conference since swapping Europe for the MLS, Messi was asked about his happiness in Miami.
To which he said: "I am excited there will be another game to continue that happiness.
"I am very happy now, I said that from the very beginning. I chose coming here to this city, it was a decision that we made with time.
"We didn't make this decision overnight, and that's why everything is much easier.
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"We are in the place we want to be and it was our decision, that's why everything is much easier.
"I didn't want to leave [Barcelona] for PSG and that was [an] overnight [decision].
"I wanted to stay in Barcelona, but I had to get used to a different place, a different place from the one I had lived in terms of the city.
"It was difficult in Paris, but it is quite the opposite what is going on with me here and now."
Messi has been nothing short of sensational since his Stateside switch - chipping in with nine goals and one assist from his six outings in the Leagues Cup.
His dazzling displays have seen Inter advance to Sunday's final, where they will face MLS rivals Nashville in what would be Miami's first trophy since their formation in 2018.