The Major League Soccer outfit beat Nashville 9-10 on penalties to win the Leagues Cup after 1-1 draw sealing David Beckham's first silverware as a co-owner.
Miami's captain, Messi - who has had an incredible affect in America both on and off the pitch since signing this summer - scored the opening goal in that game that ended 1-1 at the end of extra time.
As skipper, fans were all expecting the 2022 World Cup winner to be the one to lift the trophy in the celebrations - but Messi had other ideas.
The Argentine became captain when he arrived at the club, replacing United States international DeAndre Yedlin, who once played for Tottenham and Newcastle.
But footage from after the final whistle shows Messi going up to Yedlin and placing the armband on him.
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"No, no, no!" Yedlin can be heard saying as he stares at his teammate in disbelief whilst he puts it on his arm.
But Messi doesn't listen, places the armband and walks away, leaving Yedlin grinning from ear to ear.
The Barcelona legend made another classy gesture when the team went up on the podium, making sure he and Yedlin held one side of the trophy as they lifted is aloft.
Messi has now scored nine goals in six appearances for Inter Miami.
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He is set to make his MLS debut on Sunday August 27 against New York Red Bulls.