After being dumped out of the MLS Cup with Inter Miami, despite being overwhelming favourites, the eight-time Ballon d'Or winner suffered a surprising 2-1 defeat to Paraguay with Argentina.
However, Messi still managed to get one over on his long-term individual rival, Cristiano Ronaldo in recent days.
The two football legends have shared most of the game's records between them over the past two decades - but Messi has now claimed one that Ronaldo can never get back.
Messi scored in Miami's 3-2 defeat to Atlanta United, marking his 850th career goal.
He became the quickest player in history to reach that landmark after 1,081 official games, while it took Ronaldo 1,179.
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The Argentine was also younger than his Portuguese counterpart, achieving the incredible feat aged 37 years and 138 days old, while Ronaldo was 38 years and 210 days old.
It is no wonder Paraguay were forced to ban their own fans from wearing Messi shirts in Thursday night's World Cup qualifier.
Prior to their 2-1 win against the World Cup holders, Paraguay chief Fernando Villasboa declared fans would be banned from not only wearing Messi shirts, but also Argentina tops for their clash.
He said: "We won't allow the other team's shirt. It's not a problem against Messi. We respect the careers of all footballers. It's just that the home ground is very important to us," Villasboa told a news conference on Wednesday."
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The Argentina manager Lionel Scaloni expressed that Messi's stardom does not take away a person's support for their country.
"Leo [Messi] is stronger than all that, and there will be Argentina shirts", he said.
"It doesn't mean they don't support Paraguay. I think it's good that football people recognise what he is.
"And it's not because you have a shirt that you become an Argentina fan."
Paraguay coach Gustavo Alfaro said the ban was to 'reduce the margin of a possible source of conflict'.
"Messi is our rival tomorrow, I wish him the best game of his life against Peru, but not tomorrow," he said.
Alfaro had his wish granted as Messi was unable to score or assist in a quiet performance.
Inter Milan striker Lautaro Martinez opened the scoring 11 minutes in, striking the ball low into the bottom left corner of Gatito Fernandez following a lovely scoop pass from Enzo Fernandes which put him through on goal.
But Paraguay replied eight minutes later as Antonio Sanabria netted a sumptuous bicycle kick, bypassing an outstretched Emiliano Martinez.
Messi's best chance came just on the inside of the penalty box but in a rush he lofted to ball way over the crossbar.
Paraguay defender Omar Alderete scored a header early in the second-half to claim a shock three points for Paraguay.
They remain sixth in the COMNEBOL standings with 16 points - currently occupying the final automatic qualifying spot - four points ahead of seventh-place Venezuela.
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Argentina are still top with 22 points but could lose their spot to Colombia, who are three points behind with a game in hand.
They are set to face Uruguay and need to win by seven goals to move up into first - a very unlikely result