Inter Miami owner David Beckham made the decision to sack his long-time pal Neville from his position as head coach over the summer.
The decision came two weeks before Messi was unveiled as Inter Miami's latest signing in a blockbuster move for the MLS.
Ahead of the arrival of the seven-time Ballon d'Or winner, the club were in dire form, having won just twice in 13 matches in the MLS Eastern Conference.
Tata Martino, Messi's old coach with Barcelona and Argentina, replaced Neville while the former Manchester United and Everton star admitted he knew his days were numbered.
"I always had a feeling deep down I wasn't going to be here (in Miami) when he (Messi) was going to come to the club," Neville said.
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"And I say that not lacking confidence in myself but this was different, this was not signing Gonzalo Higuain or Blaise Matuidi.
"You look around the world, the way he has been at other clubs and there has always been certain managers that managed him.
"The bottom line for me was, forget Messi, the results weren't good enough the last month I was in the job and I knew that. That is the reason I left.
"When I look in the mirror in the morning and my friends or social media say 'it could have been you', well no it couldn't have.
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"The results were not good enough. I knew the vision, I knew what the club wanted.
"I've been in football a long time and sometimes it is not meant to be. I am not bitter, twisted or angry."
Getting the sack is never easy for managers but getting that dreaded call from one of your best friends in football must rankle even further.
However, Neville insisted that Beckham dealt with the situation immaculately and has no complaints over his dismissal.
"They were incredibly honest to me," Neville added.
"I have had two special moments in my career away from the medals that I won and that is when I left Manchester United and when I left Miami.
"It was one that, in a way, filled me with pride with the respect they had for me.
"My best friend, one of my lifelong friends, delivered the news that I wasn't going to work for Inter Miami and that was really hard.
"Hard for David, hard for me but it was actually a really special moment between two people who have total respect and love for each other.
"I don't have any bitterness and I don't look back. Sir Alex Ferguson taught me that, my father taught me that - don't look back because if you look back you end up with pain and anger and bitterness.
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"I look forward, I think Miami gave me and my family two and a half of the best years of my life."
Messi, meanwhile, has hit the ground running since arriving in Miami, scoring an incredible nine times in six matches.