The Manchester United winger did not hesitate when asked to choose his ultimate player from the iconic pair.
However, he did apologise before giving his answer to one of football's most burning questions.
Diallo had been asked to name players across eight categories to build a knockout bracket which would decide his 'ultimate football player'.
Amongst them he named Marcus Rashford as the best he has played with and Alejandro Garnacho as the fastest footballer he has seen.
Elsewhere, Wayne Rooney, Didier Drogba, Neymar and Nemanja Vidic were also included by the 22-year-old.
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Diallo also named Messi as his idol, telling Sky Sports: "Messi has always been my idol because he is left-footed like me.
"I want to do some things like Messi. I like Messi, how he plays."
Meanwhile, he chose former United team-mate Ronaldo as the best dribbler in Premier League history.
Diallo added: "As a young player, oh my god, he was incredible."
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The pair were teammates at Old Trafford between 2021 and 2022 but never played together during that period.
Instead, Diallo would spend time on loan at Rangers and Sunderland over the course of Ronaldo's second spell with the Red Devils.
After answering each of the questions, the players were placed into a knockout bracket, with Diallo choosing a winner from four match-ups.
His choices ultimately resulted in a final between Messi and Ronaldo.
Asked to name a winner, Diallo covered his face before answering: "Sorry guys, Messi."
The eight-time Ballons d'Or winner has scored a staggering 738 career club goals for Barcelona, Paris Saint-Germain and Inter Miami.
Messi has also scored 112 goals in 191 caps for Argentina along with captaining his country to their third World Cup triumph in 2022.
Those tallies have made him the Albiceleste's all-time top scorer and appearance maker.
As for Diallo, he has impressed for United so far this season under three different managers - Erik ten Hag, Ruud van Nistelrooy and Ruben Amorim.
In 21 appearances across all competitions, the former Atalanta starlet has scored three goals and provided six assists.