The Argentinian legend has come up against La Albirroja 13 times in his international career, including five times at the Copa America.
While Paraguay are not one of the elite nations in South America though, having not reached the World Cup since 2010, they have often given Argentina, and Messi, some problems in recent years.
Here, Sports Mole looks back on Messi's career record against their opponents on Thursday night.
Lionel Messi's record vs. Paraguay
Played: 13
Won: 6
Drawn: 5
Lost: 2
Goals: 5
Assists: 5
Whether home or away, Argentina have struggled against Paraguay over the past couple of decades, especially in World Cup qualifying, winning just three of their 13 qualifiers in the 21st century.
Messi himself does not have the best record against Paraguay when compared to his numbers against other similar-level nations, but on the biggest stage, he has unsurprisingly upped his game.
With five appearances against them at the Copa, Messi has never lost to Paraguay in that competition, winning on three occasions, and it was also the stage in which he made his first appearance against La Albirroja, back in 2007.
Messi was only a second-half substitute in that 1-0 win, but he was an established starter by the time the two met in 2010 World Cup qualifying, but those results did not go favourably for the Albiceleste, because despite assisting Sergio Aguero in the home clash, that was the only goal they managed in the two meetings, and they took just one point.
For the following World Cup, Argentina were more impressive, finishing top of the CONMEBOL standings, with two wins over Paraguay contributing to that, and Messi notched his first goal against them in the 3-1 home win, scoring the clinching goal just after the hour mark.
Converting two penalties and setting up Aguero once more saw Messi help his nation to an impressive 5-2 win in the reverse fixture on the road a few months later, and the two nations became very accustomed to each other during 2015.
Another Messi pen put Argentina 2-0 up in the group stage encounter at the 2015 Copa, but Argentina conspired to throw the lead away and draw 2-2.
However, there were no slip ups when the two renewed acquaintances in the semi-finals, as Argentina and Messi ruthlessly put Paraguay to the sword, with him registering three assists in a 6-1 success to reach the final, where they ultimately lost on penalties to Chile.
Messi was missing for both of the 2018 World Cup qualifiers against La Albirroja, and his absence was evident, as Argentina suffered their first ever domestic home defeat to them in 2016, and their difficulties throughout that qualifying campaign were evident, as they needed to win on the final day to progress.
Another meeting in the Copa occurred in 2019, and Messi continued his theme of netting penalties against Paraguay, with his fourth in a row in the 1-1 draw during the group stages, which saw them enter the final matchday outside of the top two, but they did eventually advance thanks to a win over Qatar.
A rare non-penalty goal was taken away from Messi when Paraguay held them yet again in qualifying for the finals held in Qatar, meaning that Argentina's number 10 has now gone four games with notching against their upcoming opponents.