The 34-year-old netted a superb free kick and provided assists for Rodrigo de Paul and Lautaro Martinez late on.
He curled in a beauty of a free-kick in injury time after Piero Hincapie was sent off for a foul on Angel di Maria.
Speaking after the match, Messi said: "I've always said that individual prizes are secondary - we're here for something else.
"We have an objective and we're focused on that."
"It was a hard match. We know how difficult an opponent they can be. The important thing is we've taken another step forward."
Colombia also beat Uruguay 4-2 on penalties following a goalless draw to progress to the last four, with Tottenham star Davinson Sanchez scoring in the shoot-out.
Messi may be flourishing on the international stage but his club situation is yet to be resolved, having become a free agent earlier this week.
It is understood the six-time Ballon d'Or winner will sign a new contract to stay at Barcelona - where he's been since 2005.